+104.6%
B vs DAL
+329.9%
-225.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | -13.9% | +23.4% | +9.5% |
| 3M | +5.0% | +1.1% | +3.9% | +5.0% |
| 6M | -3.5% | +26.2% | -29.8% | -3.6% |
| YTD | +4.5% | +16.4% | -12.0% | +4.4% |
| 1Y | +67.8% | +33.9% | +33.9% | +67.7% |
| 3Y | +196.7% | +93.4% | +103.3% | +197.0% |
| 5Y | +151.9% | +106.4% | +45.6% | +152.8% |
| 10Y | +202.2% | +143.0% | +59.2% | +206.6% |
| All | +104.6% | +329.9% | -225.3% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling