+98.5%
DAL vs CHD
+6.5%
+92.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | -13.9% | -4.6% | -9.3% | -13.5% |
| 3M | +1.1% | +5.0% | -3.9% | +0.6% |
| 6M | +26.2% | -3.2% | +29.5% | +26.3% |
| YTD | +16.4% | +18.6% | -2.2% | +14.5% |
| 1Y | +33.9% | +4.8% | +29.0% | +33.2% |
| All | +98.5% | +6.5% | +92.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling