+63.2%
PYPL vs DAL
+151.4%
-88.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | +3.9% | +8.8% | -4.9% | +1.3% |
| 30D | +7.8% | +5.4% | +2.4% | +5.9% |
| 3M | -0.7% | -4.9% | +4.3% | +0.6% |
| 6M | +28.8% | +19.8% | +8.9% | +21.0% |
| YTD | +2.4% | +27.0% | -24.6% | -6.6% |
| 1Y | -9.6% | +52.5% | -62.0% | -22.3% |
| 3Y | +9.7% | +173.8% | -164.2% | -24.1% |
| 5Y | -73.5% | +104.5% | -178.0% | -80.4% |
| 10Y | +46.5% | +129.7% | -83.3% | -1.9% |
| All | +63.2% | +151.4% | -88.2% | +5.4% |
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 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