+122.8%
DAL vs XHB
+252.6%
-129.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.4% |
| 7D | +8.8% | +1.3% | +7.5% | +7.7% |
| 30D | +5.4% | +7.8% | -2.4% | -1.0% |
| 3M | -4.9% | -5.5% | +0.5% | -0.4% |
| 6M | +19.8% | -2.6% | +22.4% | +22.4% |
| YTD | +27.0% | +0.4% | +26.6% | +25.8% |
| 1Y | +52.5% | -1.0% | +53.4% | +52.7% |
| 3Y | +173.8% | +37.3% | +136.5% | +102.5% |
| 5Y | +104.5% | +33.7% | +70.8% | +51.9% |
| All | +122.8% | +252.6% | -129.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling