+1,070.0%
MO vs DAL
+368.9%
+701.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -2.1% |
| 7D | -2.4% | +8.8% | -11.2% | -3.4% |
| 30D | +9.7% | +5.4% | +4.3% | +9.0% |
| 3M | +14.1% | -4.9% | +19.1% | +14.6% |
| 6M | +11.9% | +19.8% | -8.0% | +9.2% |
| YTD | +38.4% | +27.0% | +11.4% | +33.6% |
| 1Y | +41.9% | +52.5% | -10.5% | +34.1% |
| 3Y | +134.5% | +173.8% | -39.3% | +102.1% |
| 5Y | +147.3% | +104.5% | +42.7% | +117.0% |
| 10Y | +135.2% | +129.7% | +5.5% | +96.1% |
| All | +1,070.0% | +368.9% | +701.1% | +699.4% |
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