+942.1%
MO vs DAL
+329.9%
+612.2%
-53.7%
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% | -1.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.6% | -13.9% | +14.6% | +2.2% |
| 3M | -1.0% | +1.1% | -2.1% | -1.3% |
| 6M | +4.3% | +26.2% | -21.9% | +1.2% |
| YTD | +23.3% | +16.4% | +6.9% | +20.3% |
| 1Y | +10.5% | +33.9% | -23.4% | +5.8% |
| 3Y | +96.3% | +93.4% | +2.9% | +76.2% |
| 5Y | +98.9% | +106.4% | -7.5% | +74.1% |
| 10Y | +103.6% | +143.0% | -39.4% | +69.3% |
| All | +942.1% | +329.9% | +612.2% | +619.6% |
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