+381.8%
DAL vs XLB
+307.3%
+74.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -1.5% |
| 7D | +4.6% | -0.4% | +4.9% | +5.1% |
| 30D | +2.3% | +5.2% | -2.9% | -2.5% |
| 3M | -8.1% | -0.1% | -8.0% | -8.0% |
| 6M | +21.4% | +2.4% | +19.0% | +18.8% |
| YTD | +24.3% | +16.9% | +7.4% | +6.6% |
| 1Y | +47.4% | +25.0% | +22.3% | +18.4% |
| 3Y | +164.6% | +40.7% | +123.9% | +93.4% |
| 5Y | +100.2% | +31.6% | +68.6% | +58.3% |
| 10Y | +124.9% | +175.3% | -50.4% | -6.3% |
| All | +381.8% | +307.3% | +74.5% | +24.0% |
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