+876.0%
MSFT vs DAL
+141.2%
+734.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | -13.9% | +16.6% | +5.8% |
| 3M | +17.0% | +1.1% | +15.9% | +16.4% |
| 6M | +23.8% | +26.2% | -2.4% | +17.2% |
| YTD | +4.0% | +16.4% | -12.4% | -0.2% |
| 1Y | -0.8% | +33.9% | -34.7% | -8.1% |
| 3Y | +55.6% | +93.4% | -37.8% | +28.7% |
| 5Y | +72.9% | +106.4% | -33.5% | +37.6% |
| All | +876.0% | +141.2% | +734.8% | +652.5% |
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