+496.4%
DIA vs DAL
+359.0%
+137.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.7% |
| 7D | -1.6% | +4.6% | -6.2% | -2.5% |
| 30D | 0.0% | +2.3% | -2.4% | -0.6% |
| 3M | -4.9% | -8.1% | +3.2% | -3.6% |
| 6M | +5.0% | +21.4% | -16.4% | +0.7% |
| YTD | +8.2% | +24.3% | -16.1% | +2.8% |
| 1Y | +10.3% | +47.4% | -37.1% | +1.3% |
| 3Y | +58.4% | +164.6% | -106.2% | +26.6% |
| 5Y | +54.3% | +100.2% | -45.9% | +27.3% |
| 10Y | +248.6% | +124.9% | +123.7% | +166.6% |
| All | +496.4% | +359.0% | +137.4% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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