+105.8%
DAL vs USB
+40.0%
+65.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.9% |
| 30D | -13.9% | -1.3% | -12.6% | -13.1% |
| 3M | +1.1% | +15.2% | -14.2% | -8.7% |
| 6M | +26.2% | +18.8% | +7.4% | +11.4% |
| YTD | +16.4% | +21.0% | -4.6% | +1.8% |
| 1Y | +33.9% | +34.0% | -0.2% | +9.1% |
| 3Y | +93.4% | +95.3% | -1.9% | +23.8% |
| All | +105.8% | +40.0% | +65.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 5y: compounded portfolio wealth divided by compounded USB 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…
5y analysis · Full analysis span regression · 6 months rolling