-45.9%
SMR vs DAL
+141.4%
-187.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.8% | +3.8% |
| 7D | +1.7% | +10.0% | -8.4% | -4.1% |
| 30D | -24.4% | +12.0% | -36.5% | -29.5% |
| 3M | -44.6% | +0.8% | -45.4% | -44.8% |
| 6M | -56.7% | +26.2% | -82.8% | -62.7% |
| YTD | -61.6% | +33.7% | -95.3% | -67.9% |
| 1Y | -82.1% | +57.6% | -139.6% | -86.4% |
| 3Y | +161.5% | +183.5% | -21.9% | +48.8% |
| All | -45.9% | +141.4% | -187.4% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling