+222.7%
B vs DAL
+124.5%
+98.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.7% | +2.3% | -5.0% | -2.8% |
| 30D | -4.3% | +14.3% | -18.6% | -5.2% |
| 3M | -2.3% | +1.3% | -3.6% | -2.5% |
| 6M | -16.2% | +29.3% | -45.5% | -17.6% |
| YTD | -8.8% | +33.0% | -41.8% | -10.6% |
| 1Y | +11.4% | +59.8% | -48.5% | +8.2% |
| 3Y | +174.3% | +177.2% | -2.9% | +159.3% |
| 5Y | +116.2% | +118.4% | -2.2% | +104.5% |
| 10Y | +222.7% | +121.4% | +101.3% | +201.0% |
| All | +222.7% | +124.5% | +98.3% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling