-80.4%
SMR vs DAL
+57.9%
-138.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +1.0% |
| 7D | +1.9% | +2.3% | -0.4% | +0.6% |
| 30D | -21.9% | +14.3% | -36.3% | -30.0% |
| 3M | -47.1% | +1.3% | -48.4% | -47.6% |
| 6M | -60.6% | +29.3% | -89.9% | -68.7% |
| YTD | -63.1% | +33.0% | -96.1% | -71.2% |
| 1Y | -80.4% | +59.8% | -140.3% | -86.9% |
| All | -80.4% | +57.9% | -138.3% | -86.9% |
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