+34.0%
CSCO vs DAL
+52.2%
-18.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.3% |
| 7D | -10.2% | +8.8% | -19.0% | -11.3% |
| 30D | -20.1% | +5.4% | -25.4% | -20.7% |
| 3M | -22.4% | -4.9% | -17.4% | -21.9% |
| 6M | +2.8% | +19.8% | -17.0% | -0.5% |
| YTD | +23.6% | +27.0% | -3.4% | +17.8% |
| 1Y | +34.0% | +52.5% | -18.4% | +24.9% |
| All | +34.0% | +52.2% | -18.2% | +24.9% |
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