+308.5%
CSCO vs DAL
+108.0%
+200.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | -15.8% | +12.8% | -28.7% | -18.2% |
| 3M | -15.4% | -5.3% | -10.1% | -14.6% |
| 6M | -5.4% | +22.4% | -27.8% | -10.2% |
| YTD | +26.5% | +25.6% | +0.8% | +18.6% |
| 1Y | +25.9% | +45.5% | -19.6% | +14.0% |
| 3Y | +97.5% | +161.0% | -63.4% | +51.1% |
| 5Y | +93.0% | +112.2% | -19.2% | +50.4% |
| All | +308.5% | +108.0% | +200.5% | +227.5% |
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