+23.5%
XLP vs DAL
+53.2%
-29.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.6% |
| 7D | +3.5% | +4.6% | -1.1% | +3.3% |
| 30D | +11.6% | +2.3% | +9.2% | +11.4% |
| 3M | +7.6% | -8.1% | +15.7% | +7.8% |
| 6M | +10.0% | +21.4% | -11.4% | +9.4% |
| YTD | +19.7% | +24.3% | -4.6% | +18.2% |
| 1Y | +23.5% | +47.4% | -23.9% | +20.3% |
| All | +23.5% | +53.2% | -29.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling