+133.7%
GOOG vs DAL
+102.5%
+31.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.1% |
| 30D | -5.1% | -13.6% | +8.5% | -1.3% |
| 3M | -7.1% | +1.2% | -8.3% | -7.8% |
| 6M | +12.7% | +34.5% | -21.8% | +3.3% |
| YTD | +7.1% | +14.7% | -7.6% | +1.9% |
| 1Y | +43.6% | +29.2% | +14.4% | +31.5% |
| 3Y | +146.8% | +100.0% | +46.8% | +89.1% |
| 5Y | +133.7% | +106.3% | +27.4% | +66.4% |
| All | +133.7% | +102.5% | +31.2% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling