+81.9%
IBM vs DAL
+162.4%
-80.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.0% |
| 7D | -4.3% | +4.6% | -8.9% | -5.2% |
| 30D | +11.7% | +2.3% | +9.3% | +11.0% |
| 3M | +5.5% | -8.1% | +13.6% | +7.0% |
| 6M | +9.5% | +21.4% | -12.0% | +4.9% |
| YTD | -14.9% | +24.3% | -39.2% | -19.0% |
| 1Y | -17.4% | +47.4% | -64.7% | -23.7% |
| All | +81.9% | +162.4% | -80.5% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling