+92.0%
DAL vs S
-56.8%
+148.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | -7.7% | +7.8% | +1.5% |
| 30D | -13.9% | -5.3% | -8.6% | -13.4% |
| 3M | +1.1% | +20.3% | -19.2% | -3.0% |
| 6M | +26.2% | +47.4% | -21.1% | +15.7% |
| YTD | +16.4% | +32.5% | -16.1% | +8.5% |
| 1Y | +33.9% | +9.5% | +24.3% | +28.9% |
| 3Y | +93.4% | +15.5% | +77.9% | +80.0% |
| 5Y | +106.4% | -71.2% | +177.6% | +106.8% |
| All | +92.0% | -56.8% | +148.8% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling