+23.0%
JPM vs DAL
+30.9%
-7.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.4% | +3.4% | -3.8% | -1.2% |
| 30D | -1.1% | -13.6% | +12.4% | +2.3% |
| 3M | +14.1% | +1.2% | +12.9% | +13.2% |
| 6M | +23.3% | +34.5% | -11.2% | +12.0% |
| YTD | +11.3% | +14.7% | -3.4% | +6.1% |
| 1Y | +23.0% | +29.2% | -6.3% | +14.8% |
| All | +23.0% | +30.9% | -7.9% | +14.8% |
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 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