+251.6%
XLF vs DAL
+126.9%
+124.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -1.3% | -11.7% | +10.4% | +2.7% |
| 3M | +9.1% | -2.7% | +11.9% | +9.6% |
| 6M | +14.4% | +30.7% | -16.3% | +3.2% |
| YTD | +5.1% | +14.4% | -9.3% | -1.2% |
| 1Y | +8.6% | +31.2% | -22.6% | -3.1% |
| 3Y | +74.4% | +99.4% | -25.0% | +27.1% |
| 5Y | +64.4% | +98.6% | -34.2% | +15.0% |
| 10Y | +251.6% | +135.0% | +116.6% | +112.8% |
| All | +251.6% | +126.9% | +124.7% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling