+126.6%
XLC vs DAL
+71.0%
+55.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | +0.4% |
| 7D | +3.1% | +4.6% | -1.5% | +2.0% |
| 30D | -6.5% | +2.3% | -8.9% | -7.2% |
| 3M | -5.6% | -8.1% | +2.5% | -4.0% |
| 6M | -9.2% | +21.4% | -30.7% | -13.8% |
| YTD | -10.6% | +24.3% | -34.9% | -16.2% |
| 1Y | -6.9% | +47.4% | -54.2% | -16.3% |
| 3Y | +59.9% | +164.6% | -104.7% | +19.9% |
| 5Y | +34.7% | +100.2% | -65.6% | +5.1% |
| All | +126.6% | +71.0% | +55.5% | +87.2% |
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