+41.3%
SAP vs DAL
+24.8%
+16.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.0% |
| 7D | +4.0% | +4.6% | -0.5% | +3.4% |
| 30D | +15.7% | +2.3% | +13.4% | +15.2% |
| 3M | +23.4% | -8.1% | +31.5% | +24.2% |
| 6M | +41.3% | +21.4% | +19.8% | +41.6% |
| All | +41.3% | +24.8% | +16.4% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling