+143.0%
IBM vs DAL
+118.7%
+24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -2.2% | +10.7% | -12.9% | -4.1% |
| 30D | +7.7% | +12.5% | -4.9% | +5.2% |
| 3M | +3.5% | +3.6% | -0.2% | +2.5% |
| 6M | +7.2% | +26.7% | -19.5% | +2.2% |
| YTD | -15.8% | +34.3% | -50.0% | -20.7% |
| 1Y | -19.3% | +59.1% | -78.4% | -26.3% |
| 3Y | +78.0% | +179.9% | -101.9% | +43.3% |
| 5Y | +143.0% | +119.1% | +23.9% | +98.5% |
| All | +143.0% | +118.7% | +24.4% | +98.5% |
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