+54.5%
JNJ vs DAL
+30.9%
+23.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -0.8% | +3.4% | -4.1% | -0.7% |
| 30D | +4.3% | -13.6% | +17.9% | +4.0% |
| 3M | +16.5% | +1.2% | +15.3% | +16.4% |
| 6M | +13.1% | +34.5% | -21.3% | +14.0% |
| YTD | +32.1% | +14.7% | +17.5% | +32.0% |
| 1Y | +54.5% | +29.2% | +25.2% | +55.4% |
| All | +54.5% | +30.9% | +23.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling