+381.8%
DAL vs SO
+476.9%
-95.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +2.3% | +9.2% | -6.9% | -1.7% |
| 3M | -8.1% | +1.1% | -9.2% | -8.7% |
| 6M | +21.4% | -1.1% | +22.5% | +21.3% |
| YTD | +24.3% | +9.7% | +14.6% | +17.7% |
| 1Y | +47.4% | +5.5% | +41.9% | +42.0% |
| 3Y | +164.6% | +47.0% | +117.6% | +110.6% |
| 5Y | +100.2% | +77.6% | +22.6% | +41.0% |
| 10Y | +124.9% | +181.0% | -56.1% | +17.9% |
| All | +381.8% | +476.9% | -95.0% | +39.5% |
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