+1,350.7%
CSX vs DAL
+379.9%
+970.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.5% | +0.9% |
| 7D | +0.1% | +11.1% | -10.9% | -2.5% |
| 30D | +9.7% | +7.7% | +2.0% | +7.6% |
| 3M | +2.3% | -3.5% | +5.8% | +2.9% |
| 6M | +17.1% | +31.3% | -14.2% | +8.5% |
| YTD | +44.9% | +30.0% | +14.9% | +33.8% |
| 1Y | +47.1% | +62.1% | -15.0% | +28.4% |
| 3Y | +78.6% | +176.6% | -98.1% | +31.9% |
| 5Y | +57.2% | +126.2% | -69.0% | +18.4% |
| 10Y | +479.2% | +135.1% | +344.1% | +301.6% |
| All | +1,350.7% | +379.9% | +970.8% | +550.6% |
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