+177.9%
XLF vs DAL
+393.7%
-215.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | -0.3% |
| 7D | +0.7% | +10.0% | -9.3% | -2.4% |
| 30D | +6.0% | +12.0% | -6.1% | +1.9% |
| 3M | +1.0% | +0.8% | +0.2% | +0.4% |
| 6M | +14.0% | +26.2% | -12.2% | +4.4% |
| YTD | +7.2% | +33.7% | -26.5% | -4.5% |
| 1Y | +11.6% | +57.6% | -46.0% | -6.0% |
| 3Y | +81.2% | +183.5% | -102.3% | +18.8% |
| 5Y | +57.9% | +114.2% | -56.3% | +9.9% |
| 10Y | +234.4% | +128.1% | +106.3% | +107.3% |
| All | +177.9% | +393.7% | -215.8% | -18.5% |
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