+654.4%
GOOG vs DAL
+128.3%
+526.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.4% | +10.7% | -8.3% | -0.1% |
| 30D | -18.1% | +12.5% | -30.6% | -20.6% |
| 3M | -19.9% | +3.6% | -23.5% | -20.8% |
| 6M | -28.2% | +26.7% | -54.9% | -32.6% |
| YTD | -9.0% | +34.3% | -43.3% | -16.4% |
| 1Y | -1.7% | +59.1% | -60.8% | -13.4% |
| 3Y | +114.5% | +179.9% | -65.3% | +58.9% |
| 5Y | +96.2% | +119.1% | -23.0% | +49.9% |
| 10Y | +654.4% | +125.6% | +528.7% | +486.4% |
| All | +654.4% | +128.3% | +526.1% | +486.4% |
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