+341.8%
STM vs DAL
+329.9%
+11.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | -13.9% | +12.9% | +3.7% |
| 3M | -33.3% | +1.1% | -34.3% | -33.5% |
| 6M | +57.4% | +26.2% | +31.1% | +46.1% |
| YTD | +102.2% | +16.4% | +85.8% | +91.7% |
| 1Y | +99.6% | +33.9% | +65.7% | +80.9% |
| 3Y | +14.5% | +93.4% | -78.9% | -8.4% |
| 5Y | +21.4% | +106.4% | -85.0% | -6.0% |
| 10Y | +695.0% | +143.0% | +552.0% | +459.6% |
| All | +341.8% | +329.9% | +11.9% | +108.0% |
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