+168.1%
DAL vs S
+32.3%
+135.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.8% | +4.5% | -2.4% |
| 7D | +4.6% | -16.7% | +21.2% | +8.7% |
| 30D | +2.3% | -17.0% | +19.3% | +6.3% |
| 3M | -8.1% | +2.0% | -10.1% | -9.8% |
| 6M | +21.4% | +35.1% | -13.6% | +10.2% |
| YTD | +24.3% | +42.8% | -18.5% | +9.9% |
| 1Y | +47.4% | +27.7% | +19.6% | +33.8% |
| All | +168.1% | +32.3% | +135.8% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling