+463.1%
STM vs DAL
+124.5%
+338.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.9% |
| 7D | +1.4% | +2.3% | -0.9% | +0.7% |
| 30D | -8.4% | +14.3% | -22.7% | -13.9% |
| 3M | -15.8% | +1.3% | -17.1% | -16.4% |
| 6M | -22.8% | +29.3% | -52.1% | -31.7% |
| YTD | +79.4% | +33.0% | +46.4% | +55.4% |
| 1Y | +97.0% | +59.8% | +37.1% | +56.8% |
| 3Y | +14.2% | +177.2% | -163.0% | -31.0% |
| 5Y | -4.5% | +118.4% | -122.8% | -37.8% |
| 10Y | +463.1% | +121.4% | +341.7% | +261.7% |
| All | +463.1% | +124.5% | +338.6% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling