+104.3%
DAL vs SO
+197.2%
-92.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.7% |
| 7D | -1.1% | +1.4% | -2.4% | -1.5% |
| 30D | +12.8% | +4.7% | +8.1% | +11.2% |
| 3M | -5.3% | +1.7% | -7.0% | -5.9% |
| 6M | +22.4% | +2.2% | +20.2% | +21.2% |
| YTD | +25.6% | +10.0% | +15.6% | +20.7% |
| 1Y | +45.5% | +6.0% | +39.5% | +41.5% |
| 3Y | +161.0% | +54.1% | +106.8% | +115.1% |
| 5Y | +112.2% | +79.6% | +32.6% | +61.2% |
| All | +104.3% | +197.2% | -92.9% | +53.7% |
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