+39.6%
XLC vs DAL
+106.7%
-67.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.3% | +0.4% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -4.2% | +9.1% | -13.3% | -6.5% |
| 3M | -2.1% | -3.5% | +1.4% | -1.6% |
| 6M | -6.6% | +23.4% | -30.0% | -12.4% |
| YTD | -7.8% | +26.0% | -33.8% | -14.8% |
| 1Y | -4.1% | +44.6% | -48.7% | -14.9% |
| 3Y | +62.6% | +162.7% | -100.1% | +12.0% |
| 5Y | +39.6% | +113.0% | -73.4% | -1.4% |
| All | +39.6% | +106.7% | -67.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling