+117.7%
DAL vs VSXY
+96.5%
+21.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.8% |
| 7D | +8.8% | +11.8% | -3.0% | +6.4% |
| 30D | +5.4% | +25.9% | -20.6% | +0.4% |
| 3M | -4.9% | +15.5% | -20.5% | -8.4% |
| 6M | +19.8% | +109.7% | -89.9% | -1.2% |
| YTD | +27.0% | +99.5% | -72.5% | +5.3% |
| 1Y | +52.5% | +197.5% | -145.0% | +14.8% |
| 3Y | +173.8% | +453.3% | -279.4% | +64.5% |
| 5Y | +104.5% | +110.3% | -5.7% | +48.5% |
| All | +117.7% | +96.5% | +21.3% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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