+351.3%
DAL vs CHD
+887.8%
-536.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | -13.9% | -4.6% | -9.3% | -12.4% |
| 3M | +1.1% | +5.0% | -3.9% | -1.0% |
| 6M | +26.2% | -3.2% | +29.5% | +27.4% |
| YTD | +16.4% | +18.6% | -2.2% | +8.3% |
| 1Y | +33.9% | +4.8% | +29.0% | +30.1% |
| 3Y | +93.4% | +6.1% | +87.2% | +83.5% |
| 5Y | +106.4% | +24.0% | +82.4% | +77.3% |
| 10Y | +143.0% | +124.5% | +18.5% | +24.8% |
| All | +351.3% | +887.8% | -536.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling