+367.7%
IBM vs DAL
+359.0%
+8.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.1% |
| 7D | -4.3% | +4.6% | -8.9% | -5.1% |
| 30D | +11.7% | +2.3% | +9.3% | +11.1% |
| 3M | +5.5% | -8.1% | +13.6% | +6.7% |
| 6M | +9.5% | +21.4% | -12.0% | +5.6% |
| YTD | -14.9% | +24.3% | -39.2% | -18.4% |
| 1Y | -17.4% | +47.4% | -64.7% | -23.0% |
| 3Y | +83.3% | +164.6% | -81.3% | +52.0% |
| 5Y | +142.1% | +100.2% | +41.8% | +105.4% |
| 10Y | +157.2% | +124.9% | +32.3% | +105.2% |
| All | +367.7% | +359.0% | +8.7% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling