+152.2%
XLE vs DAL
+103.7%
+48.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.4% | -2.5% |
| 7D | -10.3% | +4.6% | -14.9% | -10.8% |
| 30D | -3.3% | +2.3% | -5.6% | -3.7% |
| 3M | +8.2% | -8.1% | +16.3% | +9.1% |
| 6M | +5.0% | +21.4% | -16.4% | +1.3% |
| YTD | +40.6% | +24.3% | +16.3% | +34.1% |
| 1Y | +45.0% | +47.4% | -2.4% | +33.8% |
| 3Y | +56.3% | +164.6% | -108.3% | +24.1% |
| 5Y | +152.2% | +100.2% | +52.0% | +110.1% |
| All | +152.2% | +103.7% | +48.6% | +110.1% |
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