+105.5%
DAL vs XYZ
+663.2%
-557.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.7% |
| 7D | +8.8% | +12.1% | -3.4% | +5.5% |
| 30D | +5.4% | +12.4% | -7.0% | +2.1% |
| 3M | -4.9% | +8.2% | -13.1% | -7.1% |
| 6M | +19.8% | +20.7% | -0.8% | +13.5% |
| YTD | +27.0% | +31.3% | -4.3% | +16.2% |
| 1Y | +52.5% | +20.5% | +31.9% | +42.1% |
| 3Y | +173.8% | +72.6% | +101.2% | +123.6% |
| 5Y | +104.5% | -64.0% | +168.5% | +121.1% |
| 10Y | +129.7% | +601.8% | -472.1% | +16.0% |
| All | +105.5% | +663.2% | -557.7% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling