+179.3%
XLF vs DAL
+395.8%
-216.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | +10.7% | -8.8% | -1.5% |
| 30D | +6.5% | +12.5% | -6.0% | +2.2% |
| 3M | +1.2% | +3.6% | -2.5% | -0.4% |
| 6M | +14.6% | +26.7% | -12.2% | +4.8% |
| YTD | +7.7% | +34.3% | -26.5% | -4.2% |
| 1Y | +11.8% | +59.1% | -47.4% | -6.2% |
| 3Y | +80.1% | +179.9% | -99.8% | +18.6% |
| 5Y | +59.0% | +119.1% | -60.2% | +9.8% |
| 10Y | +224.2% | +125.6% | +98.6% | +101.7% |
| All | +179.3% | +395.8% | -216.5% | -18.2% |
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