+772.7%
GOOG vs DAL
+126.9%
+645.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.6% | +0.8% | -2.3% | -1.7% |
| 30D | -7.7% | -11.7% | +4.1% | -4.9% |
| 3M | -9.3% | -2.7% | -6.6% | -9.0% |
| 6M | +7.4% | +30.7% | -23.2% | +0.2% |
| YTD | +4.9% | +14.4% | -9.5% | +0.4% |
| 1Y | +37.2% | +31.2% | +6.0% | +26.6% |
| 3Y | +141.6% | +99.4% | +42.2% | +94.6% |
| 5Y | +128.8% | +98.6% | +30.2% | +79.4% |
| 10Y | +772.7% | +135.0% | +637.7% | +550.9% |
| All | +772.7% | +126.9% | +645.8% | +550.9% |
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