+940.6%
JPM vs DAL
+368.9%
+571.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.6% |
| 7D | -0.8% | +8.8% | -9.6% | -3.7% |
| 30D | +1.5% | +5.4% | -3.9% | -0.6% |
| 3M | -5.7% | -4.9% | -0.7% | -4.4% |
| 6M | +7.2% | +19.8% | -12.6% | -0.7% |
| YTD | +5.8% | +27.0% | -21.2% | -4.7% |
| 1Y | +8.8% | +52.5% | -43.7% | -8.5% |
| 3Y | +147.4% | +173.8% | -26.4% | +59.8% |
| 5Y | +125.3% | +104.5% | +20.8% | +55.6% |
| 10Y | +540.5% | +129.7% | +410.8% | +287.2% |
| All | +940.6% | +368.9% | +571.7% | +189.7% |
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