+82.7%
SAP vs DAL
+162.4%
-79.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.3% |
| 7D | +4.0% | +4.6% | -0.5% | +3.1% |
| 30D | +15.7% | +2.3% | +13.4% | +15.0% |
| 3M | +23.4% | -8.1% | +31.5% | +25.1% |
| 6M | +41.3% | +21.4% | +19.8% | +35.2% |
| YTD | +2.0% | +24.3% | -22.3% | -3.2% |
| 1Y | -5.1% | +47.4% | -52.5% | -13.1% |
| All | +82.7% | +162.4% | -79.7% | +38.4% |
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