+351.3%
DAL vs SU
+173.1%
+178.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +0.1% | +3.6% | -3.4% | -1.0% |
| 30D | -13.9% | +7.9% | -21.8% | -16.1% |
| 3M | +1.1% | +3.5% | -2.4% | -0.9% |
| 6M | +26.2% | +19.0% | +7.3% | +17.4% |
| YTD | +16.4% | +55.0% | -38.5% | -0.9% |
| 1Y | +33.9% | +71.2% | -37.4% | +10.1% |
| 3Y | +93.4% | +117.4% | -24.0% | +44.8% |
| 5Y | +106.4% | +335.2% | -228.8% | +18.6% |
| 10Y | +143.0% | +248.7% | -105.8% | +41.2% |
| All | +351.3% | +173.1% | +178.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling