+147.4%
JPM vs DAL
+168.1%
-20.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | -0.8% | +8.8% | -9.6% | -3.0% |
| 30D | +1.5% | +5.4% | -3.9% | -0.1% |
| 3M | -5.7% | -4.9% | -0.7% | -4.6% |
| 6M | +7.2% | +19.8% | -12.6% | +1.0% |
| YTD | +5.8% | +27.0% | -21.2% | -2.5% |
| 1Y | +8.8% | +52.5% | -43.7% | -4.9% |
| 3Y | +147.4% | +173.8% | -26.4% | +83.1% |
| All | +147.4% | +168.1% | -20.7% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling