+96.5%
STM vs DAL
+57.1%
+39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.2% | -13.2% | -9.5% |
| 7D | -6.0% | +11.1% | -17.1% | -11.1% |
| 30D | -20.9% | +7.7% | -28.7% | -24.0% |
| 3M | -15.8% | -3.5% | -12.2% | -14.7% |
| 6M | -17.0% | +31.3% | -48.4% | -27.7% |
| YTD | +76.8% | +30.0% | +46.8% | +51.4% |
| 1Y | +96.5% | +62.1% | +34.4% | +46.2% |
| All | +96.5% | +57.1% | +39.4% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling