+139.5%
XLP vs DAL
+108.0%
+31.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +7.3% | +12.8% | -5.5% | +5.8% |
| 3M | +8.1% | -5.3% | +13.4% | +8.6% |
| 6M | +10.5% | +22.4% | -11.9% | +7.5% |
| YTD | +21.2% | +25.6% | -4.4% | +17.1% |
| 1Y | +22.7% | +45.5% | -22.8% | +16.4% |
| 3Y | +44.8% | +161.0% | -116.2% | +24.2% |
| 5Y | +44.7% | +112.2% | -67.5% | +25.3% |
| All | +139.5% | +108.0% | +31.5% | +104.9% |
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