+97.0%
STM vs DAL
+57.9%
+39.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.0% |
| 7D | +1.4% | +2.3% | -0.9% | +0.5% |
| 30D | -8.4% | +14.3% | -22.7% | -14.4% |
| 3M | -15.8% | +1.3% | -17.1% | -16.6% |
| 6M | -22.8% | +29.3% | -52.1% | -32.2% |
| YTD | +79.4% | +33.0% | +46.4% | +51.9% |
| 1Y | +97.0% | +59.8% | +37.1% | +47.5% |
| All | +97.0% | +57.9% | +39.1% | +47.5% |
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