+98.4%
INTC vs DAL
+124.4%
-26.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.6% | +7.0% |
| 7D | -14.4% | +8.8% | -23.2% | -17.1% |
| 30D | -50.2% | +5.4% | -55.6% | -51.2% |
| 3M | -43.6% | -4.9% | -38.7% | -42.6% |
| 6M | -50.2% | +19.8% | -70.0% | -53.2% |
| YTD | +52.5% | +27.0% | +25.5% | +39.8% |
| 1Y | +51.1% | +52.5% | -1.3% | +30.3% |
| 3Y | +50.3% | +173.8% | -123.6% | +4.1% |
| 5Y | +19.2% | +104.5% | -85.4% | -12.5% |
| All | +98.4% | +124.4% | -26.0% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling