+64.1%
MSFT vs DAL
+101.3%
-37.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.5% |
| 7D | +1.7% | +8.8% | -7.1% | -0.2% |
| 30D | +0.2% | +5.4% | -5.2% | -1.1% |
| 3M | +6.4% | -4.9% | +11.3% | +7.3% |
| 6M | +28.7% | +19.8% | +8.9% | +23.0% |
| YTD | +10.4% | +27.0% | -16.6% | +3.5% |
| 1Y | +7.6% | +52.5% | -44.8% | -3.7% |
| 3Y | +52.3% | +173.8% | -121.5% | +9.5% |
| All | +64.1% | +101.3% | -37.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling