+351.3%
DAL vs SIRI
+26.5%
+324.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -13.9% | -4.7% | -9.2% | -13.2% |
| 3M | +1.1% | +5.3% | -4.2% | -0.1% |
| 6M | +26.2% | +30.5% | -4.3% | +19.3% |
| YTD | +16.4% | +49.6% | -33.2% | +6.7% |
| 1Y | +33.9% | +28.5% | +5.3% | +26.1% |
| 3Y | +93.4% | -27.5% | +120.8% | +96.3% |
| 5Y | +106.4% | -44.7% | +151.0% | +114.6% |
| 10Y | +143.0% | -12.6% | +155.6% | +136.5% |
| All | +351.3% | +26.5% | +324.8% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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