+2,353.4%
MSFT vs DAL
+359.0%
+1,994.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.8% | -2.8% |
| 7D | +1.1% | +4.6% | -3.5% | +0.3% |
| 30D | +1.3% | +2.3% | -1.1% | +0.8% |
| 3M | +10.2% | -8.1% | +18.2% | +11.6% |
| 6M | +30.8% | +21.4% | +9.4% | +26.0% |
| YTD | +11.5% | +24.3% | -12.8% | +6.4% |
| 1Y | +6.5% | +47.4% | -40.8% | -1.4% |
| 3Y | +55.5% | +164.6% | -109.1% | +26.8% |
| 5Y | +66.2% | +100.2% | -34.1% | +39.7% |
| 10Y | +928.0% | +124.9% | +803.1% | +702.1% |
| All | +2,353.4% | +359.0% | +1,994.3% | +1,249.7% |
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