+134.2%
DAL vs SU
+267.2%
-133.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -0.3% | +2.2% | -2.6% | -1.3% |
| 30D | -11.1% | +8.4% | -19.6% | -14.3% |
| 3M | -2.1% | +12.1% | -14.2% | -7.8% |
| 6M | +35.8% | +19.7% | +16.1% | +22.1% |
| YTD | +16.0% | +58.4% | -42.4% | -8.9% |
| 1Y | +33.7% | +67.2% | -33.6% | +1.9% |
| 3Y | +102.3% | +125.0% | -22.8% | +29.9% |
| 5Y | +110.3% | +355.1% | -244.7% | -15.2% |
| All | +134.2% | +267.2% | -133.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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