+176.3%
DAL vs PSX
+151.6%
+24.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +14.3% | -8.1% | +22.4% | +16.1% |
| 3M | +1.3% | +15.9% | -14.6% | -4.2% |
| 6M | +29.3% | +49.4% | -20.1% | +11.4% |
| YTD | +33.0% | +104.7% | -71.7% | -3.0% |
| 1Y | +59.8% | +89.1% | -29.2% | +21.0% |
| All | +176.3% | +151.6% | +24.7% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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