+111.2%
MO vs DAL
+126.9%
-15.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +3.6% | -11.7% | +15.3% | +5.3% |
| 3M | -3.7% | -2.7% | -1.0% | -3.6% |
| 6M | +4.5% | +30.7% | -26.2% | -0.2% |
| YTD | +21.5% | +14.4% | +7.1% | +17.9% |
| 1Y | +9.5% | +31.2% | -21.7% | +3.7% |
| 3Y | +93.6% | +99.4% | -5.9% | +64.3% |
| 5Y | +97.5% | +98.6% | -1.1% | +62.7% |
| 10Y | +111.2% | +135.0% | -23.8% | +64.0% |
| All | +111.2% | +126.9% | -15.8% | +64.0% |
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