+149.6%
IBM vs DAL
+127.0%
+22.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.4% |
| 7D | -5.0% | +8.8% | -13.8% | -6.9% |
| 30D | +11.1% | +5.4% | +5.7% | +9.6% |
| 3M | +5.7% | -4.9% | +10.6% | +6.6% |
| 6M | +10.1% | +19.8% | -9.7% | +4.9% |
| YTD | -15.6% | +27.0% | -42.6% | -21.0% |
| 1Y | -19.5% | +52.5% | -72.0% | -27.9% |
| 3Y | +80.4% | +173.8% | -93.5% | +34.7% |
| 5Y | +140.0% | +104.5% | +35.4% | +86.5% |
| All | +149.6% | +127.0% | +22.6% | +85.1% |
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