+242.8%
XLE vs DAL
+359.0%
-116.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.4% | -2.2% |
| 7D | -10.3% | +4.6% | -14.9% | -11.2% |
| 30D | -3.3% | +2.3% | -5.6% | -4.1% |
| 3M | +8.2% | -8.1% | +16.3% | +9.3% |
| 6M | +5.0% | +21.4% | -16.4% | -0.2% |
| YTD | +40.6% | +24.3% | +16.3% | +31.7% |
| 1Y | +45.0% | +47.4% | -2.4% | +31.1% |
| 3Y | +56.3% | +164.6% | -108.3% | +21.6% |
| 5Y | +152.2% | +100.2% | +52.0% | +102.1% |
| 10Y | +173.0% | +124.9% | +48.1% | +106.9% |
| All | +242.8% | +359.0% | -116.2% | +105.4% |
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 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