-4.1%
SAP vs DAL
+54.9%
-59.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +0.9% |
| 7D | +1.6% | +10.0% | -8.4% | 0.0% |
| 30D | +10.5% | +12.0% | -1.5% | +8.4% |
| 3M | +15.2% | +0.8% | +14.4% | +14.8% |
| 6M | +36.7% | +26.2% | +10.5% | +31.1% |
| YTD | -0.6% | +33.7% | -34.3% | -5.4% |
| All | -4.1% | +54.9% | -59.0% | -13.1% |
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