+62.4%
PYPL vs DAL
+146.0%
-83.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.3% | -0.8% |
| 7D | +3.5% | +4.6% | -1.0% | +2.1% |
| 30D | +8.0% | +2.3% | +5.6% | +7.0% |
| 3M | +2.0% | -8.1% | +10.1% | +4.3% |
| 6M | +27.6% | +21.4% | +6.1% | +19.3% |
| YTD | +1.9% | +24.3% | -22.4% | -6.5% |
| 1Y | -12.4% | +47.4% | -59.8% | -23.9% |
| 3Y | +6.3% | +164.6% | -158.3% | -25.6% |
| 5Y | -73.6% | +100.2% | -173.8% | -80.4% |
| 10Y | +45.8% | +124.9% | -79.1% | -1.7% |
| All | +62.4% | +146.0% | -83.6% | +5.5% |
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