+79.2%
DAL vs SN
+490.7%
-411.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +0.1% | -9.3% | +9.5% | +3.7% |
| 30D | -13.9% | -4.8% | -9.1% | -12.5% |
| 3M | +1.1% | +40.4% | -39.3% | -11.9% |
| 6M | +26.2% | +50.9% | -24.7% | +6.6% |
| YTD | +16.4% | +54.9% | -38.5% | -3.0% |
| 1Y | +33.9% | +43.0% | -9.2% | +14.2% |
| 3Y | +93.4% | +391.8% | -298.5% | +33.2% |
| All | +79.2% | +490.7% | -411.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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