+108.7%
SMR vs DAL
+164.8%
-56.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.2% | -2.6% | -3.9% |
| 7D | +10.3% | +1.4% | +8.9% | +9.6% |
| 30D | -25.7% | +9.1% | -34.8% | -30.2% |
| 3M | -49.7% | -3.5% | -46.3% | -48.4% |
| 6M | -59.8% | +23.4% | -83.2% | -65.8% |
| YTD | -66.0% | +26.0% | -92.0% | -71.4% |
| 1Y | -81.4% | +44.6% | -126.1% | -85.8% |
| All | +108.7% | +164.8% | -56.2% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling