+173.8%
DAL vs PSX
+131.4%
+42.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +8.8% | -13.1% | +21.9% | +12.4% |
| 30D | +5.4% | -9.5% | +14.9% | +7.3% |
| 3M | -4.9% | +20.2% | -25.1% | -11.4% |
| 6M | +19.8% | +44.9% | -25.1% | +3.8% |
| YTD | +27.0% | +94.4% | -67.4% | -5.9% |
| 1Y | +52.5% | +83.1% | -30.6% | +16.0% |
| 3Y | +173.8% | +132.2% | +41.7% | +82.4% |
| All | +173.8% | +131.4% | +42.5% | +82.4% |
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