+121.4%
DAL vs SU
+232.2%
-110.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.7% |
| 7D | +2.3% | -4.3% | +6.6% | +4.1% |
| 30D | +14.3% | -6.2% | +20.5% | +16.4% |
| 3M | +1.3% | +9.7% | -8.4% | -4.0% |
| 6M | +29.3% | +7.3% | +22.0% | +21.8% |
| YTD | +33.0% | +58.7% | -25.7% | +2.9% |
| 1Y | +59.8% | +59.7% | +0.1% | +23.1% |
| 3Y | +177.2% | +129.2% | +48.0% | +75.1% |
| 5Y | +118.4% | +223.7% | -105.3% | +6.3% |
| 10Y | +121.4% | +235.9% | -114.5% | -13.6% |
| All | +121.4% | +232.2% | -110.8% | -13.6% |
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