+497.7%
SYK vs DAL
+363.8%
+133.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -5.0% | -1.1% | -3.9% | -4.8% |
| 30D | +9.9% | +12.8% | -2.9% | +7.5% |
| 3M | -8.9% | -5.3% | -3.7% | -8.1% |
| 6M | +3.1% | +22.4% | -19.3% | -1.1% |
| YTD | -11.1% | +25.6% | -36.8% | -15.7% |
| 1Y | -16.2% | +45.5% | -61.7% | -22.7% |
| 3Y | +13.2% | +161.0% | -147.8% | -9.2% |
| 5Y | +23.5% | +112.2% | -88.8% | +1.2% |
| 10Y | +213.3% | +109.1% | +104.2% | +145.0% |
| All | +497.7% | +363.8% | +133.9% | +251.9% |
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