+238.4%
STM vs DAL
+359.0%
-120.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.3% | -8.0% | -11.0% |
| 7D | -20.1% | +4.6% | -24.6% | -21.3% |
| 30D | -32.0% | +2.3% | -34.3% | -32.5% |
| 3M | -24.2% | -8.1% | -16.1% | -22.2% |
| 6M | -29.9% | +21.4% | -51.4% | -34.2% |
| YTD | +54.9% | +24.3% | +30.6% | +43.7% |
| 1Y | +68.0% | +47.4% | +20.6% | +47.8% |
| 3Y | -0.1% | +164.6% | -164.8% | -27.2% |
| 5Y | -17.9% | +100.2% | -118.1% | -35.8% |
| 10Y | +392.2% | +124.9% | +267.4% | +251.4% |
| All | +238.4% | +359.0% | -120.6% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling