+149.9%
IBM vs DAL
+136.2%
+13.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.8% |
| 7D | -2.5% | +10.0% | -12.6% | -4.8% |
| 30D | +8.4% | +12.0% | -3.7% | +5.3% |
| 3M | +4.5% | +0.8% | +3.7% | +3.9% |
| 6M | +7.9% | +26.2% | -18.3% | +1.5% |
| YTD | -15.2% | +33.7% | -48.9% | -21.6% |
| 1Y | -17.6% | +57.6% | -75.2% | -26.8% |
| 3Y | +82.1% | +183.5% | -101.4% | +34.9% |
| 5Y | +143.3% | +114.2% | +29.2% | +87.0% |
| 10Y | +149.9% | +128.1% | +21.8% | +80.2% |
| All | +149.9% | +136.2% | +13.7% | +80.2% |
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