+111.4%
DAL vs PSX
+306.7%
-195.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.1% | +7.8% | -8.9% | -3.2% |
| 30D | +12.8% | -10.9% | +23.7% | +16.1% |
| 3M | -5.3% | +14.5% | -19.8% | -10.1% |
| 6M | +22.4% | +56.1% | -33.8% | +4.0% |
| YTD | +25.6% | +109.6% | -84.0% | -6.2% |
| 1Y | +45.5% | +95.5% | -50.0% | +11.5% |
| 3Y | +161.0% | +156.2% | +4.8% | +74.9% |
| All | +111.4% | +306.7% | -195.3% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling