+142.5%
XLC vs DAL
+60.2%
+82.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +1.0% | -13.9% | +15.0% | +4.5% |
| 3M | -0.7% | +1.1% | -1.8% | -1.3% |
| 6M | -5.1% | +26.2% | -31.4% | -10.9% |
| YTD | -4.3% | +16.4% | -20.7% | -8.8% |
| 1Y | -0.6% | +33.9% | -34.4% | -8.7% |
| 3Y | +72.7% | +93.4% | -20.7% | +39.8% |
| 5Y | +38.0% | +106.4% | -68.4% | +7.2% |
| All | +142.5% | +60.2% | +82.3% | +103.8% |
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