+55.8%
SMR vs DAL
+168.1%
-112.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.2% | +14.1% | +14.6% |
| 7D | -9.6% | +8.8% | -18.4% | -15.3% |
| 30D | -33.8% | +5.4% | -39.2% | -36.2% |
| 3M | -46.4% | -4.9% | -41.4% | -44.3% |
| 6M | -62.4% | +19.8% | -82.3% | -67.5% |
| YTD | -64.1% | +27.0% | -91.1% | -70.2% |
| 1Y | -84.3% | +52.5% | -136.8% | -88.6% |
| 3Y | +55.8% | +173.8% | -118.0% | -63.5% |
| All | +55.8% | +168.1% | -112.2% | -63.5% |
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