+101.4%
XLP vs DAL
+142.6%
-41.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | -13.9% | +13.0% | +0.8% |
| 3M | +3.8% | +1.1% | +2.7% | +3.5% |
| 6M | -1.7% | +26.2% | -28.0% | -4.8% |
| YTD | +10.3% | +16.4% | -6.2% | +7.6% |
| 1Y | +7.8% | +33.9% | -26.1% | +3.2% |
| 3Y | +27.2% | +93.4% | -66.2% | +13.5% |
| 5Y | +32.5% | +106.4% | -73.8% | +14.9% |
| All | +101.4% | +142.6% | -41.2% | +65.3% |
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