+20.0%
GE vs DAL
+32.1%
-12.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.6% | -13.9% | +2.4% | -6.6% |
| 3M | +3.0% | +1.1% | +1.9% | +2.5% |
| 6M | -0.5% | +26.2% | -26.8% | -7.2% |
| YTD | +9.7% | +16.4% | -6.7% | +3.7% |
| 1Y | +20.0% | +33.9% | -13.8% | +12.2% |
| All | +20.0% | +32.1% | -12.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling