+351.3%
DAL vs SO
+444.5%
-93.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -13.9% | -4.6% | -9.3% | -12.1% |
| 3M | +1.1% | -3.0% | +4.1% | +2.2% |
| 6M | +26.2% | -8.3% | +34.5% | +30.5% |
| YTD | +16.4% | +3.5% | +12.9% | +13.3% |
| 1Y | +33.9% | -0.9% | +34.8% | +32.5% |
| 3Y | +93.4% | +45.4% | +48.0% | +54.2% |
| 5Y | +106.4% | +59.6% | +46.7% | +53.2% |
| 10Y | +143.0% | +156.6% | -13.6% | +33.6% |
| All | +351.3% | +444.5% | -93.2% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling