+668.6%
JNJ vs DAL
+391.1%
+277.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +1.5% | +2.3% | -0.9% | +1.3% |
| 30D | +6.3% | +14.3% | -8.0% | +5.1% |
| 3M | +8.5% | +1.3% | +7.2% | +8.2% |
| 6M | +28.0% | +29.3% | -1.3% | +24.9% |
| YTD | +37.7% | +33.0% | +4.7% | +33.6% |
| 1Y | +47.9% | +59.8% | -11.9% | +41.2% |
| 3Y | +107.4% | +177.2% | -69.8% | +85.4% |
| 5Y | +97.7% | +118.4% | -20.6% | +78.0% |
| 10Y | +210.7% | +121.4% | +89.2% | +168.6% |
| All | +668.6% | +391.1% | +277.5% | +441.9% |
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