+26.5%
ON vs DAL
+116.7%
-90.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.3% | +2.3% | +1.0% | +2.2% |
| 30D | -3.1% | +14.3% | -17.4% | -10.7% |
| 3M | -9.2% | +1.3% | -10.5% | -10.1% |
| 6M | -31.4% | +29.3% | -60.6% | -41.8% |
| YTD | +36.0% | +33.0% | +3.0% | +11.4% |
| 1Y | +52.0% | +59.8% | -7.8% | +11.0% |
| 3Y | +9.3% | +177.2% | -167.9% | -48.6% |
| 5Y | +26.5% | +118.4% | -91.9% | -37.4% |
| All | +26.5% | +116.7% | -90.2% | -37.4% |
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