+128.1%
DAL vs XLB
+173.6%
-45.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +3.1% |
| 7D | +10.0% | -1.4% | +11.4% | +12.0% |
| 30D | +12.0% | +7.1% | +4.9% | +3.7% |
| 3M | +0.8% | +0.6% | +0.2% | +0.1% |
| 6M | +26.2% | +3.5% | +22.7% | +21.3% |
| YTD | +33.7% | +18.2% | +15.5% | +9.7% |
| 1Y | +57.6% | +25.6% | +32.0% | +20.6% |
| 3Y | +183.5% | +46.7% | +136.8% | +84.8% |
| 5Y | +114.2% | +30.9% | +83.3% | +60.1% |
| 10Y | +128.1% | +167.7% | -39.6% | -17.7% |
| All | +128.1% | +173.6% | -45.5% | -17.7% |
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