+143.6%
IBM vs DAL
+124.5%
+19.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -1.7% | +2.3% | -4.1% | -2.3% |
| 30D | +10.1% | +14.3% | -4.2% | +6.5% |
| 3M | +4.8% | +1.3% | +3.5% | +4.2% |
| 6M | +12.6% | +29.3% | -16.7% | +5.4% |
| YTD | -13.9% | +33.0% | -46.9% | -20.3% |
| 1Y | -18.7% | +59.8% | -78.6% | -28.0% |
| 3Y | +81.9% | +177.2% | -95.3% | +35.6% |
| 5Y | +148.3% | +118.4% | +30.0% | +89.9% |
| 10Y | +143.6% | +121.4% | +22.2% | +77.8% |
| All | +143.6% | +124.5% | +19.2% | +77.8% |
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