+231.3%
GM vs DAL
+126.9%
+104.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | -4.6% | -11.7% | +7.1% | +1.1% |
| 3M | +0.2% | -2.7% | +2.9% | +0.9% |
| 6M | +12.6% | +30.7% | -18.0% | -2.1% |
| YTD | +3.7% | +14.4% | -10.7% | -4.7% |
| 1Y | +45.6% | +31.2% | +14.4% | +24.2% |
| 3Y | +162.0% | +99.4% | +62.5% | +67.7% |
| 5Y | +80.5% | +98.6% | -18.1% | +11.8% |
| 10Y | +231.3% | +135.0% | +96.3% | +79.1% |
| All | +231.3% | +126.9% | +104.4% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling