+428.4%
CSCO vs DAL
+368.9%
+59.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.4% |
| 7D | -10.2% | +8.8% | -19.0% | -11.7% |
| 30D | -20.1% | +5.4% | -25.4% | -21.0% |
| 3M | -22.4% | -4.9% | -17.4% | -21.8% |
| 6M | +2.8% | +19.8% | -17.0% | -1.4% |
| YTD | +23.6% | +27.0% | -3.4% | +16.7% |
| 1Y | +34.0% | +52.5% | -18.4% | +21.9% |
| 3Y | +89.3% | +173.8% | -84.6% | +49.4% |
| 5Y | +87.9% | +104.5% | -16.7% | +53.2% |
| 10Y | +314.9% | +129.7% | +185.2% | +211.4% |
| All | +428.4% | +368.9% | +59.5% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling