+361.0%
DUK vs DAL
+329.9%
+31.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.7% | -13.9% | +12.3% | -0.5% |
| 3M | -0.4% | +1.1% | -1.5% | -0.7% |
| 6M | -7.2% | +26.2% | -33.5% | -9.3% |
| YTD | +5.3% | +16.4% | -11.2% | +3.4% |
| 1Y | +3.0% | +33.9% | -30.9% | -0.2% |
| 3Y | +53.1% | +93.4% | -40.3% | +41.2% |
| 5Y | +37.9% | +106.4% | -68.4% | +24.7% |
| 10Y | +124.8% | +143.0% | -18.1% | +93.1% |
| All | +361.0% | +329.9% | +31.1% | +234.8% |
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 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