-53.7%
SMR vs DAL
+126.9%
-180.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -8.3% | -1.1% | -7.2% | -7.4% |
| 30D | -20.1% | +12.8% | -32.9% | -25.8% |
| 3M | -52.7% | -5.3% | -47.4% | -51.0% |
| 6M | -61.0% | +22.4% | -83.4% | -65.7% |
| YTD | -67.1% | +25.6% | -92.7% | -71.4% |
| 1Y | -79.9% | +45.5% | -125.4% | -83.9% |
| 3Y | +101.7% | +161.0% | -59.2% | +20.5% |
| All | -53.7% | +126.9% | -180.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling