+126.4%
DAL vs XYZ
+573.1%
-446.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.6% |
| 7D | +3.4% | +2.9% | +0.5% | +2.6% |
| 30D | -13.6% | +1.4% | -14.9% | -14.0% |
| 3M | +1.2% | +14.6% | -13.4% | -2.7% |
| 6M | +34.5% | +20.8% | +13.7% | +27.1% |
| YTD | +14.7% | +23.1% | -8.4% | +6.6% |
| 1Y | +29.2% | +5.6% | +23.6% | +24.5% |
| 3Y | +100.0% | +50.9% | +49.1% | +67.6% |
| 5Y | +106.3% | -68.6% | +174.9% | +130.6% |
| 10Y | +126.4% | +580.0% | -453.6% | +11.9% |
| All | +126.4% | +573.1% | -446.7% | +11.9% |
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