+521.9%
SAP vs DAL
+329.9%
+191.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +14.9% | +1.1% | +13.9% | +14.4% |
| 6M | +11.9% | +26.2% | -14.3% | +6.2% |
| YTD | -9.9% | +16.4% | -26.3% | -13.3% |
| 1Y | -19.5% | +33.9% | -53.4% | -24.8% |
| 3Y | +61.8% | +93.4% | -31.6% | +37.2% |
| 5Y | +56.2% | +106.4% | -50.2% | +28.3% |
| 10Y | +180.6% | +143.0% | +37.6% | +111.7% |
| All | +521.9% | +329.9% | +191.9% | +237.4% |
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 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