-12.5%
F vs DAL
+118.7%
-131.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | +1.0% | +10.7% | -9.7% | -3.7% |
| 30D | +2.1% | +12.5% | -10.4% | -3.5% |
| 3M | -10.3% | +3.6% | -13.9% | -12.2% |
| 6M | +3.3% | +26.7% | -23.5% | -8.4% |
| YTD | -2.0% | +34.3% | -36.3% | -16.2% |
| 1Y | -2.3% | +59.1% | -61.4% | -23.0% |
| 3Y | +49.9% | +179.9% | -130.0% | -19.8% |
| 5Y | -12.5% | +119.1% | -131.6% | -50.0% |
| All | -12.5% | +118.7% | -131.1% | -50.0% |
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