-5.9%
SAP vs DAL
+57.1%
-63.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -2.9% | +3.0% |
| 7D | +1.3% | +11.1% | -9.8% | -0.4% |
| 30D | +15.5% | +7.7% | +7.8% | +14.0% |
| 3M | +22.8% | -3.5% | +26.3% | +23.3% |
| 6M | +42.5% | +31.3% | +11.2% | +35.3% |
| YTD | +0.5% | +30.0% | -29.4% | -4.1% |
| 1Y | -5.9% | +62.1% | -68.0% | -16.2% |
| All | -5.9% | +57.1% | -63.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling