+577.4%
ON vs DAL
+329.9%
+247.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -3.3% | -13.9% | +10.6% | +2.4% |
| 3M | -43.6% | +1.1% | -44.7% | -44.0% |
| 6M | +19.0% | +26.2% | -7.3% | +8.0% |
| YTD | +37.4% | +16.4% | +20.9% | +27.9% |
| 1Y | +54.8% | +33.9% | +20.9% | +36.3% |
| 3Y | -25.2% | +93.4% | -118.5% | -44.0% |
| 5Y | +62.7% | +106.4% | -43.6% | +18.2% |
| 10Y | +574.3% | +143.0% | +431.4% | +353.6% |
| All | +577.4% | +329.9% | +247.5% | +187.6% |
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