+122.8%
DAL vs SO
+177.2%
-54.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.5% |
| 7D | +8.8% | -1.5% | +10.3% | +9.3% |
| 30D | +5.4% | +8.1% | -2.7% | +2.8% |
| 3M | -4.9% | +0.2% | -5.1% | -5.1% |
| 6M | +19.8% | +0.4% | +19.5% | +19.3% |
| YTD | +27.0% | +8.5% | +18.5% | +22.6% |
| 1Y | +52.5% | +4.9% | +47.5% | +48.7% |
| 3Y | +173.8% | +47.9% | +125.9% | +129.6% |
| 5Y | +104.5% | +75.7% | +28.9% | +57.0% |
| All | +122.8% | +177.2% | -54.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling