+517.8%
DIA vs DAL
+329.9%
+187.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -1.5% | -13.9% | +12.4% | +1.3% |
| 3M | +3.8% | +1.1% | +2.7% | +3.3% |
| 6M | +10.3% | +26.2% | -16.0% | +4.8% |
| YTD | +12.1% | +16.4% | -4.3% | +8.0% |
| 1Y | +18.6% | +33.9% | -15.2% | +10.9% |
| 3Y | +60.6% | +93.4% | -32.7% | +36.3% |
| 5Y | +64.4% | +106.4% | -41.9% | +34.8% |
| 10Y | +250.1% | +143.0% | +107.1% | +165.2% |
| All | +517.8% | +329.9% | +187.9% | +243.5% |
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