+62.4%
SAP vs DAL
+95.1%
-32.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | -13.9% | +22.9% | +12.1% |
| 3M | +14.9% | +1.1% | +13.9% | +14.4% |
| 6M | +11.9% | +26.2% | -14.3% | +6.0% |
| YTD | -9.9% | +16.4% | -26.3% | -13.3% |
| 1Y | -19.5% | +33.9% | -53.4% | -25.1% |
| All | +62.4% | +95.1% | -32.7% | +26.6% |
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 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