+321.5%
CSCO vs DAL
+136.2%
+185.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +3.9% |
| 7D | -2.9% | +10.0% | -13.0% | -4.9% |
| 30D | -16.7% | +12.0% | -28.7% | -18.8% |
| 3M | -18.4% | +0.8% | -19.2% | -18.8% |
| 6M | +2.9% | +26.2% | -23.2% | -3.0% |
| YTD | +30.4% | +33.7% | -3.3% | +20.7% |
| 1Y | +41.4% | +57.6% | -16.2% | +25.9% |
| 3Y | +104.7% | +183.5% | -78.8% | +53.8% |
| 5Y | +96.9% | +114.2% | -17.2% | +53.3% |
| 10Y | +321.5% | +128.1% | +193.4% | +234.2% |
| All | +321.5% | +136.2% | +185.3% | +234.2% |
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