+128.1%
DAL vs XYZ
+657.6%
-529.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.3% |
| 7D | +10.0% | +14.9% | -4.8% | +5.9% |
| 30D | +12.0% | +14.7% | -2.6% | +7.9% |
| 3M | +0.8% | +12.1% | -11.3% | -2.5% |
| 6M | +26.2% | +18.3% | +7.9% | +20.1% |
| YTD | +33.7% | +36.1% | -2.4% | +20.9% |
| 1Y | +57.6% | +35.3% | +22.3% | +42.3% |
| 3Y | +183.5% | +73.5% | +110.0% | +129.4% |
| 5Y | +114.2% | -61.6% | +175.8% | +128.4% |
| 10Y | +128.1% | +638.0% | -509.9% | +12.6% |
| All | +128.1% | +657.6% | -529.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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