+351.3%
DAL vs XLB
+306.3%
+45.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | +0.1% | -1.4% | +1.5% | +1.5% |
| 30D | -13.9% | -0.4% | -13.5% | -13.7% |
| 3M | +1.1% | +2.0% | -0.9% | -0.8% |
| 6M | +26.2% | +1.8% | +24.4% | +24.2% |
| YTD | +16.4% | +16.6% | -0.2% | 0.0% |
| 1Y | +33.9% | +16.9% | +16.9% | +14.7% |
| 3Y | +93.4% | +32.6% | +60.8% | +49.7% |
| 5Y | +106.4% | +35.6% | +70.7% | +58.3% |
| 10Y | +143.0% | +160.0% | -17.1% | +6.4% |
| All | +351.3% | +306.3% | +45.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling