+109.4%
DAL vs S
-52.7%
+162.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +8.8% | -13.4% | +22.2% | +11.5% |
| 30D | +5.4% | -14.0% | +19.4% | +8.0% |
| 3M | -4.9% | +4.9% | -9.8% | -6.7% |
| 6M | +19.8% | +42.0% | -22.2% | +10.6% |
| YTD | +27.0% | +45.1% | -18.1% | +15.7% |
| 1Y | +52.5% | +33.1% | +19.4% | +40.8% |
| 3Y | +173.8% | +40.6% | +133.2% | +145.4% |
| 5Y | +104.5% | -67.5% | +172.0% | +100.1% |
| All | +109.4% | -52.7% | +162.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling