+214.8%
SAP vs DAL
+127.0%
+87.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.6% |
| 7D | -0.7% | +8.8% | -9.5% | -2.7% |
| 30D | +11.1% | +5.4% | +5.7% | +9.5% |
| 3M | +17.0% | -4.9% | +22.0% | +18.0% |
| 6M | +34.8% | +19.8% | +15.0% | +28.1% |
| YTD | -2.2% | +27.0% | -29.2% | -9.0% |
| 1Y | -6.4% | +52.5% | -58.9% | -16.8% |
| 3Y | +75.1% | +173.8% | -98.7% | +29.1% |
| 5Y | +69.8% | +104.5% | -34.7% | +30.9% |
| All | +214.8% | +127.0% | +87.8% | +135.2% |
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 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