-67.1%
SMR vs DAL
+30.9%
-97.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.5% | +16.8% | +16.5% |
| 7D | +21.4% | +3.4% | +18.0% | +17.7% |
| 30D | +13.8% | -13.6% | +27.4% | +29.1% |
| 3M | +3.9% | +1.2% | +2.7% | +1.8% |
| 6M | -4.2% | +34.5% | -38.7% | -27.9% |
| YTD | -21.1% | +14.7% | -35.8% | -30.9% |
| 1Y | -67.1% | +29.2% | -96.3% | -73.8% |
| All | -67.1% | +30.9% | -97.9% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling