+481.0%
JPM vs DAL
+124.5%
+356.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | -2.5% | +2.3% | -4.8% | -3.3% |
| 30D | +2.7% | +14.3% | -11.6% | -2.5% |
| 3M | -4.7% | +1.3% | -6.0% | -5.6% |
| 6M | +15.6% | +29.3% | -13.7% | +3.7% |
| YTD | +8.6% | +33.0% | -24.4% | -4.3% |
| 1Y | +10.9% | +59.8% | -49.0% | -9.1% |
| 3Y | +149.9% | +177.2% | -27.3% | +55.6% |
| 5Y | +131.9% | +118.4% | +13.6% | +51.9% |
| 10Y | +481.0% | +121.4% | +359.6% | +250.5% |
| All | +481.0% | +124.5% | +356.6% | +250.5% |
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