+473.9%
ON vs DAL
+359.0%
+114.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.3% | -7.2% | -9.8% |
| 7D | -16.3% | +4.6% | -20.8% | -17.8% |
| 30D | -27.0% | +2.3% | -29.3% | -27.7% |
| 3M | -18.1% | -8.1% | -10.0% | -15.4% |
| 6M | -38.6% | +21.4% | -60.0% | -43.4% |
| YTD | +16.4% | +24.3% | -8.0% | +5.7% |
| 1Y | +25.8% | +47.4% | -21.6% | +6.9% |
| 3Y | -7.7% | +164.6% | -172.3% | -38.4% |
| 5Y | +6.6% | +100.2% | -93.7% | -21.6% |
| 10Y | +444.6% | +124.9% | +319.7% | +272.9% |
| All | +473.9% | +359.0% | +114.8% | +137.6% |
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