+44.5%
F vs DAL
+162.4%
-117.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.4% |
| 7D | +1.4% | +4.6% | -3.2% | -0.3% |
| 30D | +2.0% | +2.3% | -0.3% | +1.0% |
| 3M | -10.4% | -8.1% | -2.3% | -8.0% |
| 6M | +9.7% | +21.4% | -11.7% | +1.5% |
| YTD | -1.2% | +24.3% | -25.5% | -10.0% |
| 1Y | 0.0% | +47.4% | -47.3% | -14.3% |
| All | +44.5% | +162.4% | -117.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling