+115.5%
IBM vs DAL
+106.7%
+8.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | -13.9% | +14.2% | +3.0% |
| 3M | -21.6% | +1.1% | -22.7% | -21.9% |
| 6M | -4.7% | +26.2% | -30.9% | -9.2% |
| YTD | -19.1% | +16.4% | -35.5% | -21.7% |
| 1Y | -2.5% | +33.9% | -36.4% | -8.2% |
| 3Y | +74.2% | +93.4% | -19.2% | +49.1% |
| All | +115.5% | +106.7% | +8.8% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling