+804.3%
XLK vs DAL
+126.9%
+677.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +0.8% | -11.7% | +12.6% | +4.3% |
| 3M | +4.1% | -2.7% | +6.8% | +4.6% |
| 6M | +34.8% | +30.7% | +4.1% | +24.4% |
| YTD | +30.8% | +14.4% | +16.4% | +24.7% |
| 1Y | +42.4% | +31.2% | +11.2% | +30.1% |
| 3Y | +121.8% | +99.4% | +22.4% | +74.4% |
| 5Y | +146.6% | +98.6% | +48.1% | +89.2% |
| 10Y | +804.3% | +135.0% | +669.3% | +564.0% |
| All | +804.3% | +126.9% | +677.3% | +564.0% |
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 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