+160.4%
DUK vs DAL
+108.0%
+52.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | +8.0% | +12.8% | -4.9% | +6.7% |
| 3M | +4.7% | -5.3% | +9.9% | +5.0% |
| 6M | +6.1% | +22.4% | -16.3% | +3.8% |
| YTD | +13.1% | +25.6% | -12.5% | +10.0% |
| 1Y | +8.2% | +45.5% | -37.3% | +3.6% |
| 3Y | +66.2% | +161.0% | -94.8% | +45.0% |
| 5Y | +55.3% | +112.2% | -57.0% | +36.5% |
| All | +160.4% | +108.0% | +52.3% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling