+604.0%
SAP vs DAL
+359.0%
+245.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.3% |
| YTD | +2.0% | +24.3% | -22.3% | -3.2% |
| 1Y | -5.1% | +47.4% | -52.5% | -12.9% |
| 3Y | +82.1% | +164.6% | -82.5% | +45.4% |
| 5Y | +77.2% | +100.2% | -23.1% | +46.4% |
| 10Y | +233.6% | +124.9% | +108.8% | +154.3% |
| All | +604.0% | +359.0% | +245.0% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling