+103.6%
CSCO vs DAL
+116.7%
-13.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.9% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | -12.6% | +14.3% | -27.0% | -15.2% |
| 3M | -16.0% | +1.3% | -17.3% | -16.4% |
| 6M | +2.8% | +29.3% | -26.4% | -3.3% |
| YTD | +33.2% | +33.0% | +0.2% | +23.8% |
| 1Y | +43.1% | +59.8% | -16.7% | +27.6% |
| 3Y | +106.7% | +177.2% | -70.5% | +56.4% |
| 5Y | +103.6% | +118.4% | -14.8% | +57.2% |
| All | +103.6% | +116.7% | -13.1% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling