+53.6%
CSX vs DAL
+103.7%
-50.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.3% |
| 7D | -2.7% | +4.6% | -7.3% | -3.8% |
| 30D | +7.0% | +2.3% | +4.7% | +6.3% |
| 3M | -0.3% | -8.1% | +7.8% | +1.4% |
| 6M | +13.5% | +21.4% | -7.9% | +7.5% |
| YTD | +41.5% | +24.3% | +17.2% | +32.3% |
| 1Y | +45.8% | +47.4% | -1.6% | +30.6% |
| 3Y | +74.4% | +164.6% | -90.2% | +29.4% |
| 5Y | +53.6% | +100.2% | -46.6% | +21.1% |
| All | +53.6% | +103.7% | -50.1% | +21.1% |
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