+409.0%
NFLX vs DAL
+127.0%
+282.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.4% | -3.7% |
| 7D | +2.1% | +8.8% | -6.7% | +0.6% |
| 30D | -9.0% | +5.4% | -14.4% | -10.0% |
| 3M | -14.0% | -4.9% | -9.0% | -13.4% |
| 6M | -28.2% | +19.8% | -48.0% | -30.9% |
| YTD | -32.4% | +27.0% | -59.4% | -36.1% |
| 1Y | -42.2% | +52.5% | -94.7% | -47.4% |
| 3Y | +45.9% | +173.8% | -128.0% | +14.4% |
| 5Y | -1.8% | +104.5% | -106.3% | -20.5% |
| All | +409.0% | +127.0% | +282.0% | +338.1% |
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 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