+654.4%
JNJ vs DAL
+329.9%
+324.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +7.4% | -13.9% | +21.3% | +8.7% |
| 3M | +21.2% | +1.1% | +20.1% | +20.9% |
| 6M | +13.4% | +26.2% | -12.8% | +10.8% |
| YTD | +35.1% | +16.4% | +18.7% | +32.7% |
| 1Y | +57.4% | +33.9% | +23.6% | +52.5% |
| 3Y | +86.8% | +93.4% | -6.6% | +72.3% |
| 5Y | +80.8% | +106.4% | -25.5% | +63.3% |
| 10Y | +202.7% | +143.0% | +59.8% | +159.3% |
| All | +654.4% | +329.9% | +324.4% | +438.2% |
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 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