+176.3%
GE vs DAL
+359.0%
-182.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.1% | -3.2% |
| 7D | +0.5% | +4.6% | -4.0% | -0.7% |
| 30D | +1.7% | +2.3% | -0.6% | +1.0% |
| 3M | -17.3% | -8.1% | -9.2% | -15.4% |
| 6M | +10.1% | +21.4% | -11.3% | +3.8% |
| YTD | +2.6% | +24.3% | -21.7% | -4.4% |
| 1Y | +3.7% | +47.4% | -43.7% | -8.2% |
| 3Y | +268.3% | +164.6% | +103.7% | +164.3% |
| 5Y | +376.2% | +100.2% | +275.9% | +262.7% |
| 10Y | +156.4% | +124.9% | +31.5% | +80.5% |
| All | +176.3% | +359.0% | -182.7% | +19.5% |
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