+104.3%
DAL vs XLB
+163.6%
-59.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | +12.8% | +5.2% | +7.7% | +6.8% |
| 3M | -5.3% | +0.3% | -5.6% | -5.5% |
| 6M | +22.4% | +1.2% | +21.2% | +20.9% |
| YTD | +25.6% | +16.6% | +9.0% | +4.7% |
| 1Y | +45.5% | +21.4% | +24.1% | +15.8% |
| 3Y | +161.0% | +43.2% | +117.7% | +74.9% |
| 5Y | +112.2% | +28.0% | +84.2% | +62.9% |
| All | +104.3% | +163.6% | -59.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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