+504.6%
CSX vs DAL
+142.6%
+362.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | -13.9% | +10.8% | +0.9% |
| 3M | +7.2% | +1.1% | +6.1% | +6.3% |
| 6M | +16.2% | +26.2% | -10.1% | +7.8% |
| YTD | +37.5% | +16.4% | +21.1% | +29.9% |
| 1Y | +53.2% | +33.9% | +19.4% | +38.5% |
| 3Y | +68.2% | +93.4% | -25.1% | +31.3% |
| 5Y | +65.2% | +106.4% | -41.1% | +21.8% |
| All | +504.6% | +142.6% | +362.0% | +293.9% |
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 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