+0.4%
STM vs DAL
+162.4%
-162.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.3% | -8.0% | -10.0% |
| 7D | -20.1% | +4.6% | -24.6% | -22.1% |
| 30D | -32.0% | +2.3% | -34.3% | -32.9% |
| 3M | -24.2% | -8.1% | -16.1% | -20.9% |
| 6M | -29.9% | +21.4% | -51.4% | -37.4% |
| YTD | +54.9% | +24.3% | +30.6% | +35.0% |
| 1Y | +68.0% | +47.4% | +20.6% | +33.1% |
| All | +0.4% | +162.4% | -162.0% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling