+1,010.2%
JPM vs DAL
+329.9%
+680.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.2% | -13.9% | +13.8% | +5.2% |
| 3M | +15.9% | +1.1% | +14.8% | +14.7% |
| 6M | +20.9% | +26.2% | -5.3% | +9.7% |
| YTD | +12.9% | +16.4% | -3.5% | +5.1% |
| 1Y | +20.3% | +33.9% | -13.5% | +5.8% |
| 3Y | +160.9% | +93.4% | +67.6% | +91.4% |
| 5Y | +154.8% | +106.4% | +48.5% | +75.1% |
| 10Y | +591.1% | +143.0% | +448.1% | +310.2% |
| All | +1,010.2% | +329.9% | +680.3% | +219.8% |
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 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