+393.8%
DUK vs DAL
+391.1%
+2.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | -0.6% | +2.3% | -3.0% | -0.8% |
| 30D | +9.4% | +14.3% | -4.9% | +8.2% |
| 3M | +5.4% | +1.3% | +4.2% | +5.2% |
| 6M | +4.9% | +29.3% | -24.4% | +2.5% |
| YTD | +12.7% | +33.0% | -20.3% | +9.5% |
| 1Y | +7.8% | +59.8% | -52.1% | +3.0% |
| 3Y | +63.3% | +177.2% | -113.9% | +46.0% |
| 5Y | +54.2% | +118.4% | -64.1% | +39.0% |
| 10Y | +156.8% | +121.4% | +35.4% | +121.9% |
| All | +393.8% | +391.1% | +2.7% | +254.4% |
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 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