+281.1%
NKE vs DAL
+329.9%
-48.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -8.6% | -13.9% | +5.3% | -5.5% |
| 3M | -11.0% | +1.1% | -12.1% | -11.5% |
| 6M | -33.2% | +26.2% | -59.5% | -37.0% |
| YTD | -38.1% | +16.4% | -54.6% | -40.7% |
| 1Y | -47.4% | +33.9% | -81.2% | -51.3% |
| 3Y | -59.8% | +93.4% | -153.2% | -66.3% |
| 5Y | -74.2% | +106.4% | -180.6% | -79.1% |
| 10Y | -23.5% | +143.0% | -166.4% | -43.2% |
| All | +281.1% | +329.9% | -48.8% | +103.3% |
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