+392.2%
DAL vs CHD
+995.8%
-603.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | +8.8% | +2.0% | +6.8% | +8.1% |
| 30D | +5.4% | +13.0% | -7.6% | +0.6% |
| 3M | -4.9% | +6.1% | -11.0% | -7.1% |
| 6M | +19.8% | +15.9% | +4.0% | +13.0% |
| YTD | +27.0% | +31.6% | -4.6% | +13.6% |
| 1Y | +52.5% | +28.5% | +24.0% | +37.4% |
| 3Y | +173.8% | +30.5% | +143.4% | +140.2% |
| 5Y | +104.5% | +30.7% | +73.8% | +73.3% |
| 10Y | +129.7% | +184.2% | -54.5% | +2.6% |
| All | +392.2% | +995.8% | -603.6% | -32.5% |
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