+114.2%
DAL vs SNAP
-90.9%
+205.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.9% |
| 7D | +10.0% | -7.3% | +17.4% | +11.5% |
| 30D | +12.0% | -18.9% | +31.0% | +16.3% |
| 3M | +0.8% | -5.3% | +6.0% | +1.2% |
| 6M | +26.2% | -16.9% | +43.1% | +28.9% |
| YTD | +33.7% | -37.4% | +71.1% | +42.4% |
| 1Y | +57.6% | -38.5% | +96.1% | +68.1% |
| 3Y | +183.5% | -55.1% | +238.5% | +200.1% |
| 5Y | +114.2% | -90.8% | +205.0% | +184.2% |
| All | +114.2% | -90.9% | +205.0% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling