+52.3%
MSFT vs DAL
+168.1%
-115.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | +1.7% | +8.8% | -7.1% | +0.3% |
| 30D | +0.2% | +5.4% | -5.2% | -0.8% |
| 3M | +6.4% | -4.9% | +11.3% | +7.0% |
| 6M | +28.7% | +19.8% | +8.9% | +24.7% |
| YTD | +10.4% | +27.0% | -16.6% | +5.5% |
| 1Y | +7.6% | +52.5% | -44.8% | -0.6% |
| 3Y | +52.3% | +173.8% | -121.5% | +25.1% |
| All | +52.3% | +168.1% | -115.8% | +25.1% |
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