+122.8%
DAL vs XLB
+170.1%
-47.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +8.8% | -1.5% | +10.3% | +10.9% |
| 30D | +5.4% | +6.1% | -0.7% | -1.4% |
| 3M | -4.9% | 0.0% | -5.0% | -5.1% |
| 6M | +19.8% | 0.0% | +19.9% | +19.8% |
| YTD | +27.0% | +16.0% | +11.0% | +6.4% |
| 1Y | +52.5% | +24.7% | +27.7% | +17.5% |
| 3Y | +173.8% | +40.4% | +133.5% | +87.5% |
| 5Y | +104.5% | +30.7% | +73.9% | +53.3% |
| All | +122.8% | +170.1% | -47.3% | -17.3% |
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