+39.4%
CSCO vs DAL
+59.4%
-20.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | +10.7% | -15.4% | -6.3% |
| 30D | -17.1% | +12.5% | -29.6% | -18.7% |
| 3M | -19.6% | +3.6% | -23.3% | -20.4% |
| 6M | +2.4% | +26.7% | -24.3% | -1.9% |
| YTD | +29.8% | +34.3% | -4.5% | +22.4% |
| All | +39.4% | +59.4% | -20.0% | +28.5% |
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 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