-31.2%
DIS vs DAL
+103.7%
-134.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.9% | 0.0% |
| 7D | +5.7% | +4.6% | +1.1% | +4.0% |
| 30D | +12.7% | +2.3% | +10.4% | +11.5% |
| 3M | +15.2% | -8.1% | +23.3% | +18.1% |
| 6M | +17.6% | +21.4% | -3.9% | +8.6% |
| YTD | +3.8% | +24.3% | -20.5% | -5.8% |
| 1Y | +6.8% | +47.4% | -40.6% | -9.3% |
| 3Y | +42.1% | +164.6% | -122.5% | -11.5% |
| 5Y | -31.2% | +100.2% | -131.4% | -54.4% |
| All | -31.2% | +103.7% | -134.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling