+351.3%
DAL vs NSC
+872.5%
-521.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | +0.1% | -5.5% | +5.6% | +4.3% |
| 30D | -13.9% | -3.2% | -10.7% | -12.0% |
| 3M | +1.1% | +7.7% | -6.6% | -4.7% |
| 6M | +26.2% | +4.5% | +21.7% | +20.8% |
| YTD | +16.4% | +15.6% | +0.9% | +3.5% |
| 1Y | +33.9% | +19.8% | +14.0% | +15.6% |
| 3Y | +93.4% | +70.1% | +23.3% | +26.6% |
| 5Y | +106.4% | +46.1% | +60.2% | +47.0% |
| 10Y | +143.0% | +328.1% | -185.1% | -25.8% |
| All | +351.3% | +872.5% | -521.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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