+583.6%
JPM vs DAL
+128.9%
+454.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.4% | +3.4% | -3.8% | -1.6% |
| 30D | -1.1% | -13.6% | +12.4% | +4.2% |
| 3M | +14.1% | +1.2% | +12.9% | +12.9% |
| 6M | +23.3% | +34.5% | -11.2% | +8.7% |
| YTD | +11.3% | +14.7% | -3.4% | +3.9% |
| 1Y | +23.0% | +29.2% | -6.3% | +8.9% |
| 3Y | +162.6% | +100.0% | +62.6% | +85.6% |
| 5Y | +152.8% | +106.3% | +46.4% | +67.9% |
| 10Y | +583.6% | +126.4% | +457.3% | +305.8% |
| All | +583.6% | +128.9% | +454.7% | +305.8% |
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