+403.7%
DAL vs USB
+227.3%
+176.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +5.8% |
| 7D | +11.1% | +2.4% | +8.7% | +9.3% |
| 30D | +7.7% | +6.6% | +1.2% | +3.1% |
| 3M | -3.5% | -4.1% | +0.6% | -0.7% |
| 6M | +31.3% | +12.5% | +18.8% | +20.7% |
| YTD | +30.0% | +17.6% | +12.3% | +16.1% |
| 1Y | +62.1% | +36.5% | +25.6% | +30.8% |
| 3Y | +176.6% | +95.4% | +81.2% | +74.1% |
| 5Y | +126.2% | +26.1% | +100.0% | +85.9% |
| 10Y | +135.1% | +101.3% | +33.8% | +39.2% |
| All | +403.7% | +227.3% | +176.4% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling