+252.4%
XLI vs DAL
+128.9%
+123.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +1.0% | +3.4% | -2.4% | -0.1% |
| 30D | -5.8% | -13.6% | +7.7% | -1.5% |
| 3M | +0.7% | +1.2% | -0.5% | 0.0% |
| 6M | +3.2% | +34.5% | -31.3% | -6.8% |
| YTD | +13.0% | +14.7% | -1.6% | +6.8% |
| 1Y | +16.8% | +29.2% | -12.5% | +5.7% |
| 3Y | +72.4% | +100.0% | -27.6% | +28.9% |
| 5Y | +82.8% | +106.3% | -23.5% | +29.6% |
| 10Y | +252.4% | +126.4% | +126.1% | +122.7% |
| All | +252.4% | +128.9% | +123.5% | +122.7% |
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