+64.1%
XLI vs DAL
+101.3%
-37.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | -2.8% | +8.8% | -11.6% | -5.1% |
| 30D | -3.1% | +5.4% | -8.5% | -4.7% |
| 3M | -11.7% | -4.9% | -6.8% | -10.8% |
| 6M | -7.6% | +19.8% | -27.4% | -12.6% |
| YTD | +5.7% | +27.0% | -21.3% | -2.3% |
| 1Y | +7.8% | +52.5% | -44.6% | -5.4% |
| 3Y | +67.4% | +173.8% | -106.5% | +17.5% |
| All | +64.1% | +101.3% | -37.2% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling