+68.4%
SAP vs DAL
+163.9%
-95.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +6.5% | +12.8% | -6.3% | +3.9% |
| 3M | +12.2% | -5.3% | +17.5% | +13.0% |
| 6M | +46.1% | +22.4% | +23.7% | +39.6% |
| YTD | -1.6% | +25.6% | -27.2% | -6.9% |
| 1Y | -5.1% | +45.5% | -50.6% | -12.9% |
| 3Y | +68.4% | +161.0% | -92.6% | +32.4% |
| All | +68.4% | +163.9% | -95.5% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling