-6.0%
SAP vs DAL
+50.2%
-56.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.8% |
| 7D | -3.9% | +1.4% | -5.3% | -4.2% |
| 30D | +6.5% | +9.1% | -2.6% | +4.8% |
| 3M | +14.7% | -3.5% | +18.1% | +15.0% |
| 6M | +39.9% | +23.4% | +16.6% | +34.1% |
| YTD | -2.0% | +26.0% | -28.0% | -6.1% |
| 1Y | -6.0% | +44.6% | -50.6% | -14.6% |
| All | -6.0% | +50.2% | -56.2% | -14.6% |
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