+267.6%
DIS vs DAL
+329.9%
-62.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.5% | -13.9% | +17.4% | +7.3% |
| 3M | +6.8% | +1.1% | +5.7% | +6.1% |
| 6M | +3.0% | +26.2% | -23.3% | -3.6% |
| YTD | -6.7% | +16.4% | -23.2% | -11.2% |
| 1Y | -10.1% | +33.9% | -43.9% | -17.8% |
| 3Y | +33.0% | +93.4% | -60.3% | +7.9% |
| 5Y | -40.0% | +106.4% | -146.3% | -52.8% |
| 10Y | +21.1% | +143.0% | -121.9% | -12.8% |
| All | +267.6% | +329.9% | -62.4% | +82.3% |
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