+42.7%
XLP vs DAL
+103.7%
-61.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.4% |
| 7D | +3.5% | +4.6% | -1.1% | +3.1% |
| 30D | +11.6% | +2.3% | +9.2% | +11.3% |
| 3M | +7.6% | -8.1% | +15.7% | +8.3% |
| 6M | +10.0% | +21.4% | -11.4% | +7.9% |
| YTD | +19.7% | +24.3% | -4.6% | +16.8% |
| 1Y | +23.5% | +47.4% | -23.9% | +18.4% |
| 3Y | +44.0% | +164.6% | -120.6% | +25.5% |
| 5Y | +42.7% | +100.2% | -57.5% | +27.2% |
| All | +42.7% | +103.7% | -61.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling