+80.4%
IBM vs DAL
+168.1%
-87.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.3% |
| 7D | -5.0% | +8.8% | -13.8% | -6.6% |
| 30D | +11.1% | +5.4% | +5.7% | +9.8% |
| 3M | +5.7% | -4.9% | +10.6% | +6.5% |
| 6M | +10.1% | +19.8% | -9.7% | +5.8% |
| YTD | -15.6% | +27.0% | -42.6% | -20.0% |
| 1Y | -19.5% | +52.5% | -72.0% | -26.2% |
| 3Y | +80.4% | +173.8% | -93.5% | +42.4% |
| All | +80.4% | +168.1% | -87.7% | +42.4% |
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 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