+59.1%
DAL vs SNAP
-39.9%
+99.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +10.7% | -10.6% | +21.3% | +13.3% |
| 30D | +12.5% | -19.7% | +32.3% | +17.3% |
| 3M | +3.6% | -6.5% | +10.2% | +4.5% |
| 6M | +26.7% | -17.8% | +44.5% | +30.3% |
| YTD | +34.3% | -38.0% | +72.3% | +42.0% |
| 1Y | +59.1% | -42.5% | +101.6% | +77.1% |
| All | +59.1% | -39.9% | +99.0% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling