+201.3%
JNJ vs DAL
+124.4%
+77.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.3% |
| 7D | +1.1% | +8.8% | -7.7% | +0.5% |
| 30D | +6.9% | +5.4% | +1.5% | +6.4% |
| 3M | +8.0% | -4.9% | +12.9% | +8.3% |
| 6M | +24.3% | +19.8% | +4.4% | +22.4% |
| YTD | +35.6% | +27.0% | +8.6% | +32.7% |
| 1Y | +51.1% | +52.5% | -1.4% | +45.7% |
| 3Y | +98.3% | +173.8% | -75.6% | +79.0% |
| 5Y | +94.3% | +104.5% | -10.2% | +77.9% |
| All | +201.3% | +124.4% | +77.0% | +171.1% |
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