+105.8%
DAL vs SM
+107.8%
-2.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -13.9% | +26.3% | -40.2% | -17.4% |
| 3M | +1.1% | +8.7% | -7.6% | -1.3% |
| 6M | +26.2% | +51.7% | -25.4% | +13.1% |
| YTD | +16.4% | +99.0% | -82.6% | -2.7% |
| 1Y | +33.9% | +34.6% | -0.7% | +21.9% |
| 3Y | +93.4% | -7.8% | +101.1% | +81.6% |
| All | +105.8% | +107.8% | -2.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling