+52.5%
DAL vs XLB
+23.8%
+28.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.9% |
| 7D | +8.8% | -1.5% | +10.3% | +10.6% |
| 30D | +5.4% | +6.1% | -0.7% | -0.3% |
| 3M | -4.9% | 0.0% | -5.0% | -4.8% |
| 6M | +19.8% | 0.0% | +19.9% | +19.4% |
| YTD | +27.0% | +16.0% | +11.0% | +6.1% |
| 1Y | +52.5% | +24.7% | +27.7% | +14.2% |
| All | +52.5% | +23.8% | +28.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling