+50.1%
PYPL vs DAL
+124.5%
-74.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.9% |
| 30D | +6.1% | +14.3% | -8.2% | +1.8% |
| 3M | +1.1% | +1.3% | -0.2% | +0.4% |
| 6M | +32.7% | +29.3% | +3.5% | +22.0% |
| YTD | +2.8% | +33.0% | -30.2% | -7.4% |
| 1Y | -10.8% | +59.8% | -70.6% | -24.2% |
| 3Y | +9.8% | +177.2% | -167.4% | -23.8% |
| 5Y | -70.2% | +118.4% | -188.6% | -78.4% |
| 10Y | +50.1% | +121.4% | -71.3% | +8.4% |
| All | +50.1% | +124.5% | -74.4% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling