-67.3%
C vs DAL
+359.0%
-426.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.7% | -3.1% |
| 7D | -5.3% | +4.6% | -9.9% | -7.2% |
| 30D | -7.3% | +2.3% | -9.6% | -8.5% |
| 3M | -13.5% | -8.1% | -5.4% | -10.6% |
| 6M | -6.5% | +21.4% | -27.9% | -15.2% |
| YTD | +3.6% | +24.3% | -20.7% | -7.4% |
| 1Y | +18.9% | +47.4% | -28.5% | -1.6% |
| 3Y | +205.0% | +164.6% | +40.4% | +84.2% |
| 5Y | +109.4% | +100.2% | +9.1% | +37.0% |
| 10Y | +232.9% | +124.9% | +108.0% | +89.7% |
| All | -67.3% | +359.0% | -426.3% | -92.0% |
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 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