+207.8%
F vs DAL
+359.0%
-151.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.5% |
| 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% | -7.9% |
| 6M | +9.7% | +21.4% | -11.7% | +1.3% |
| YTD | -1.2% | +24.3% | -25.5% | -10.2% |
| 1Y | 0.0% | +47.4% | -47.3% | -14.7% |
| 3Y | +41.1% | +164.6% | -123.5% | -6.9% |
| 5Y | -11.4% | +100.2% | -111.7% | -36.2% |
| 10Y | +85.0% | +124.9% | -39.9% | +19.5% |
| All | +207.8% | +359.0% | -151.3% | -7.5% |
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