-3.6%
SMR vs DAL
+110.3%
-113.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +3.4% | -13.9% | +17.3% | +13.6% |
| 3M | -19.2% | +1.1% | -20.2% | -19.9% |
| 6M | -22.6% | +26.2% | -48.9% | -33.0% |
| YTD | -31.5% | +16.4% | -48.0% | -37.6% |
| 1Y | -73.1% | +33.9% | -106.9% | -77.3% |
| 3Y | +55.0% | +93.4% | -38.4% | +4.6% |
| All | -3.6% | +110.3% | -113.8% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling