+4.9%
STM vs DAL
+168.1%
-163.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.3% |
| 7D | -10.7% | +8.8% | -19.5% | -14.9% |
| 30D | -25.7% | +5.4% | -31.1% | -27.9% |
| 3M | -21.6% | -4.9% | -16.6% | -19.6% |
| 6M | -27.8% | +19.8% | -47.6% | -35.0% |
| YTD | +61.8% | +27.0% | +34.8% | +39.4% |
| 1Y | +78.1% | +52.5% | +25.6% | +38.6% |
| 3Y | +4.9% | +173.8% | -169.0% | -48.5% |
| All | +4.9% | +168.1% | -163.2% | -48.5% |
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 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