+48.2%
CSX vs DAL
+101.3%
-53.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.9% |
| 7D | -5.5% | +8.8% | -14.3% | -7.4% |
| 30D | +4.9% | +5.4% | -0.5% | +3.5% |
| 3M | -2.9% | -4.9% | +2.1% | -2.0% |
| 6M | +8.3% | +19.8% | -11.5% | +2.9% |
| YTD | +36.7% | +27.0% | +9.7% | +27.2% |
| 1Y | +41.5% | +52.5% | -11.0% | +25.7% |
| 3Y | +68.6% | +173.8% | -105.2% | +24.0% |
| All | +48.2% | +101.3% | -53.1% | +16.5% |
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 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