-6.4%
SAP vs DAL
+57.9%
-64.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -2.5% | +2.3% | -4.8% | -2.9% |
| 30D | +7.5% | +14.3% | -6.9% | +5.0% |
| 3M | +11.6% | +1.3% | +10.4% | +11.2% |
| 6M | +37.6% | +29.3% | +8.3% | +31.2% |
| YTD | -2.0% | +33.0% | -34.9% | -6.8% |
| 1Y | -6.4% | +59.8% | -66.2% | -16.1% |
| All | -6.4% | +57.9% | -64.3% | -16.1% |
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