+45.9%
CSCO vs DAL
+57.1%
-11.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.5% | -0.4% |
| 7D | -6.1% | +11.1% | -17.1% | -7.6% |
| 30D | -8.2% | +7.7% | -15.9% | -9.3% |
| 3M | -14.6% | -3.5% | -11.0% | -14.4% |
| 6M | +12.7% | +31.3% | -18.6% | +7.2% |
| YTD | +37.0% | +30.0% | +7.0% | +30.2% |
| 1Y | +45.9% | +62.1% | -16.2% | +35.3% |
| All | +45.9% | +57.1% | -11.2% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling