+2.2%
SLB vs DAL
+359.0%
-356.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.7% |
| 7D | -7.7% | +4.6% | -12.3% | -8.8% |
| 30D | -0.7% | +2.3% | -3.0% | -1.5% |
| 3M | 0.0% | -8.1% | +8.1% | +1.5% |
| 6M | -10.4% | +21.4% | -31.9% | -15.5% |
| YTD | +31.5% | +24.3% | +7.1% | +22.6% |
| 1Y | +39.1% | +47.4% | -8.2% | +24.4% |
| 3Y | -5.7% | +164.6% | -170.3% | -28.8% |
| 5Y | +65.4% | +100.2% | -34.8% | +29.8% |
| 10Y | -15.6% | +124.9% | -140.4% | -36.9% |
| All | +2.2% | +359.0% | -356.9% | -42.3% |
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