+134.5%
MO vs DAL
+168.1%
-33.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -1.8% |
| 7D | -2.4% | +8.8% | -11.2% | -2.2% |
| 30D | +9.7% | +5.4% | +4.3% | +9.9% |
| 3M | +14.1% | -4.9% | +19.1% | +14.1% |
| 6M | +11.9% | +19.8% | -8.0% | +12.4% |
| YTD | +38.4% | +27.0% | +11.4% | +39.2% |
| 1Y | +41.9% | +52.5% | -10.5% | +42.6% |
| 3Y | +134.5% | +173.8% | -39.3% | +122.7% |
| All | +134.5% | +168.1% | -33.6% | +122.7% |
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 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