+204.9%
CVX vs DAL
+124.5%
+80.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -1.7% | +2.3% | -4.0% | -2.3% |
| 30D | -0.8% | +14.3% | -15.1% | -4.6% |
| 3M | +9.4% | +1.3% | +8.1% | +8.2% |
| 6M | +17.5% | +29.3% | -11.8% | +7.4% |
| YTD | +43.8% | +33.0% | +10.9% | +28.5% |
| 1Y | +41.9% | +59.8% | -18.0% | +19.4% |
| 3Y | +69.1% | +177.2% | -108.0% | +11.8% |
| 5Y | +128.3% | +118.4% | +9.9% | +55.2% |
| 10Y | +204.9% | +121.4% | +83.5% | +93.5% |
| All | +204.9% | +124.5% | +80.5% | +93.5% |
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 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