+121.4%
DAL vs S
-49.1%
+170.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +10.7% | +1.4% | +9.3% | +10.4% |
| 30D | +12.5% | -10.8% | +23.3% | +14.5% |
| 3M | +3.6% | +5.4% | -1.8% | +1.7% |
| 6M | +26.7% | +41.2% | -14.5% | +17.1% |
| YTD | +34.3% | +56.2% | -21.9% | +20.7% |
| 1Y | +59.1% | +36.3% | +22.8% | +46.4% |
| 3Y | +179.9% | +49.4% | +130.4% | +148.0% |
| 5Y | +119.1% | -66.9% | +186.0% | +111.3% |
| All | +121.4% | -49.1% | +170.5% | +114.8% |
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