+418.2%
DAL vs SIRI
+43.7%
+374.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +5.1% |
| 7D | +10.0% | +11.4% | -1.3% | +7.7% |
| 30D | +12.0% | +24.2% | -12.2% | +7.3% |
| 3M | +0.8% | +11.1% | -10.3% | -1.4% |
| 6M | +26.2% | +23.9% | +2.3% | +20.7% |
| YTD | +33.7% | +70.0% | -36.3% | +19.4% |
| 1Y | +57.6% | +56.6% | +1.0% | +43.0% |
| 3Y | +183.5% | -21.4% | +204.8% | +184.4% |
| 5Y | +114.2% | -38.3% | +152.5% | +117.8% |
| 10Y | +128.1% | -3.5% | +131.6% | +117.2% |
| All | +418.2% | +43.7% | +374.5% | +424.1% |
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