+254.5%
SOXX vs DAL
+98.7%
+155.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +6.1% | +0.8% | +5.3% | +5.7% |
| 30D | +0.5% | -11.7% | +12.2% | +6.5% |
| 3M | -5.3% | -2.7% | -2.6% | -4.3% |
| 6M | +58.3% | +30.7% | +27.7% | +38.6% |
| YTD | +76.8% | +14.4% | +62.5% | +63.4% |
| 1Y | +114.6% | +31.2% | +83.4% | +84.8% |
| 3Y | +229.6% | +99.4% | +130.2% | +115.2% |
| All | +254.5% | +98.7% | +155.8% | +117.4% |
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