+150.2%
XLE vs DAL
+114.7%
+35.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.1% |
| 7D | -7.9% | +10.0% | -17.9% | -8.9% |
| 30D | -4.8% | +12.0% | -16.9% | -6.2% |
| 3M | +8.4% | +0.8% | +7.6% | +8.1% |
| 6M | +12.7% | +26.2% | -13.5% | +8.4% |
| YTD | +41.3% | +33.7% | +7.6% | +33.7% |
| 1Y | +42.3% | +57.6% | -15.3% | +30.4% |
| 3Y | +65.1% | +183.5% | -118.4% | +30.1% |
| 5Y | +150.2% | +114.2% | +36.0% | +106.8% |
| All | +150.2% | +114.7% | +35.5% | +106.8% |
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 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