+665.4%
ORCL vs DAL
+359.0%
+306.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.3% | -2.6% | -6.1% |
| 7D | -17.5% | +4.6% | -22.0% | -18.3% |
| 30D | -20.2% | +2.3% | -22.5% | -20.6% |
| 3M | -19.9% | -8.1% | -11.9% | -18.8% |
| 6M | -37.4% | +21.4% | -58.8% | -40.0% |
| YTD | -40.1% | +24.3% | -64.4% | -43.1% |
| 1Y | -53.4% | +47.4% | -100.8% | -57.1% |
| 3Y | +10.4% | +164.6% | -154.2% | -10.8% |
| 5Y | +29.8% | +100.2% | -70.5% | +8.1% |
| 10Y | +249.2% | +124.9% | +124.3% | +166.9% |
| All | +665.4% | +359.0% | +306.4% | +313.1% |
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