+3.0%
DUK vs DAL
+32.1%
-29.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.7% | -13.9% | +12.3% | -2.6% |
| 3M | -0.4% | +1.1% | -1.5% | -0.2% |
| 6M | -7.2% | +26.2% | -33.5% | -5.1% |
| YTD | +5.3% | +16.4% | -11.2% | +7.0% |
| 1Y | +3.0% | +33.9% | -30.9% | +5.8% |
| All | +3.0% | +32.1% | -29.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling