+568.7%
XLI vs DAL
+329.9%
+238.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -5.9% | -13.9% | +8.0% | -2.6% |
| 3M | -0.3% | +1.1% | -1.3% | -0.7% |
| 6M | +0.1% | +26.2% | -26.1% | -5.8% |
| YTD | +13.6% | +16.4% | -2.8% | +8.6% |
| 1Y | +17.2% | +33.9% | -16.7% | +8.0% |
| 3Y | +68.2% | +93.4% | -25.2% | +37.9% |
| 5Y | +80.7% | +106.4% | -25.6% | +42.2% |
| 10Y | +253.3% | +143.0% | +110.3% | +154.6% |
| All | +568.7% | +329.9% | +238.8% | +236.0% |
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