+415.5%
DAL vs CHD
+1,022.8%
-607.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.3% | +12.2% | +2.1% | +9.5% |
| 3M | +1.3% | +9.3% | -8.0% | -2.1% |
| 6M | +29.3% | +24.3% | +5.0% | +18.8% |
| YTD | +33.0% | +34.9% | -1.9% | +17.9% |
| 1Y | +59.8% | +32.7% | +27.1% | +42.4% |
| 3Y | +177.2% | +29.4% | +147.8% | +144.2% |
| 5Y | +118.4% | +31.7% | +86.7% | +84.9% |
| 10Y | +121.4% | +191.7% | -70.3% | -1.8% |
| All | +415.5% | +1,022.8% | -607.3% | -30.0% |
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