+98.5%
DAL vs SNAP
-46.7%
+145.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.7% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -13.9% | +2.6% | -16.6% | -14.7% |
| 3M | +1.1% | -9.9% | +11.0% | +2.4% |
| 6M | +26.2% | +1.9% | +24.4% | +23.1% |
| YTD | +16.4% | -32.2% | +48.6% | +24.3% |
| 1Y | +33.9% | -22.8% | +56.7% | +37.4% |
| All | +98.5% | -46.7% | +145.2% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling