+52.3%
DUK vs DAL
+114.7%
-62.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | +0.2% |
| 7D | -0.2% | +10.0% | -10.3% | -0.3% |
| 30D | +9.8% | +12.0% | -2.2% | +9.7% |
| 3M | +3.5% | +0.8% | +2.7% | +3.5% |
| 6M | +5.0% | +26.2% | -21.2% | +4.7% |
| YTD | +12.2% | +33.7% | -21.5% | +11.8% |
| 1Y | +7.2% | +57.6% | -50.4% | +6.5% |
| 3Y | +63.0% | +183.5% | -120.4% | +55.6% |
| 5Y | +52.3% | +114.2% | -61.8% | +48.2% |
| All | +52.3% | +114.7% | -62.3% | +48.2% |
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