+122.8%
DAL vs XYZ
+597.2%
-474.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.7% |
| 7D | +8.8% | +12.1% | -3.4% | +5.4% |
| 30D | +5.4% | +12.4% | -7.0% | +2.0% |
| 3M | -4.9% | +8.2% | -13.1% | -7.1% |
| 6M | +19.8% | +20.7% | -0.8% | +13.3% |
| YTD | +27.0% | +31.3% | -4.3% | +15.9% |
| 1Y | +52.5% | +20.5% | +31.9% | +41.8% |
| 3Y | +173.8% | +72.6% | +101.2% | +122.0% |
| 5Y | +104.5% | -64.0% | +168.5% | +121.6% |
| All | +122.8% | +597.2% | -474.4% | +15.0% |
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