+102.9%
DAL vs SM
-11.5%
+114.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +8.8% | -25.9% | +34.7% | +12.8% |
| 30D | +5.4% | -15.1% | +20.5% | +7.0% |
| 3M | -4.9% | +4.9% | -9.8% | -7.3% |
| 6M | +19.8% | +6.1% | +13.7% | +14.7% |
| YTD | +27.0% | +63.4% | -36.4% | +7.9% |
| 1Y | +52.5% | +72.5% | -20.0% | +27.3% |
| 3Y | +173.8% | -16.9% | +190.7% | +157.3% |
| All | +102.9% | -11.5% | +114.4% | +83.4% |
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