-25.1%
ON vs DAL
+95.1%
-120.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -3.3% | -13.9% | +10.6% | +4.8% |
| 3M | -43.6% | +1.1% | -44.7% | -44.3% |
| 6M | +19.0% | +26.2% | -7.3% | +3.1% |
| YTD | +37.4% | +16.4% | +20.9% | +23.2% |
| 1Y | +54.8% | +33.9% | +20.9% | +27.7% |
| All | -25.1% | +95.1% | -120.2% | -54.8% |
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