+102.9%
DAL vs SO
+75.0%
+27.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.2% |
| 7D | +8.8% | -1.5% | +10.3% | +8.9% |
| 30D | +5.4% | +8.1% | -2.7% | +4.7% |
| 3M | -4.9% | +0.2% | -5.1% | -5.0% |
| 6M | +19.8% | +0.4% | +19.5% | +19.7% |
| YTD | +27.0% | +8.5% | +18.5% | +25.3% |
| 1Y | +52.5% | +4.9% | +47.5% | +51.2% |
| 3Y | +173.8% | +47.9% | +125.9% | +146.5% |
| All | +102.9% | +75.0% | +27.9% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling