+361.1%
CSCO vs DAL
+142.6%
+218.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -10.1% | -13.9% | +3.8% | -7.2% |
| 3M | -15.7% | +1.1% | -16.8% | -16.2% |
| 6M | +36.3% | +26.2% | +10.0% | +28.2% |
| YTD | +43.8% | +16.4% | +27.4% | +37.4% |
| 1Y | +63.9% | +33.9% | +30.1% | +51.1% |
| 3Y | +104.4% | +93.4% | +11.0% | +67.4% |
| 5Y | +111.4% | +106.4% | +5.0% | +65.4% |
| All | +361.1% | +142.6% | +218.5% | +246.4% |
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 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