+802.2%
DAL vs SCHG
+1,104.0%
-301.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -4.9% |
| 7D | +1.4% | +4.6% | -3.2% | -3.2% |
| 30D | +9.1% | -6.2% | +15.3% | +16.5% |
| 3M | -3.5% | -3.5% | 0.0% | +0.1% |
| 6M | +23.4% | +0.9% | +22.4% | +22.1% |
| YTD | +26.0% | +5.6% | +20.5% | +19.4% |
| 1Y | +44.6% | +4.4% | +40.2% | +38.5% |
| 3Y | +162.7% | +80.1% | +82.6% | +44.4% |
| 5Y | +113.0% | +71.3% | +41.7% | +22.1% |
| 10Y | +109.8% | +437.2% | -327.4% | -69.0% |
| All | +802.2% | +1,104.0% | -301.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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