+21.4%
DAL vs VMC
-0.8%
+22.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -1.7% |
| 7D | +4.6% | +1.9% | +2.7% | +3.6% |
| 30D | +2.3% | +14.7% | -12.4% | -5.6% |
| 3M | -8.1% | -0.3% | -7.8% | -7.5% |
| 6M | +21.4% | -1.7% | +23.1% | +21.1% |
| All | +21.4% | -0.8% | +22.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 6mo: compounded portfolio wealth divided by compounded VMC 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…
6mo analysis · Full analysis span regression · 6 months rolling