+465.0%
XLP vs DAL
+379.9%
+85.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.2% | -3.8% | +2.6% |
| 7D | +5.9% | +11.1% | -5.2% | +4.7% |
| 30D | +13.5% | +7.7% | +5.7% | +12.5% |
| 3M | +8.4% | -3.5% | +11.9% | +8.7% |
| 6M | +11.5% | +31.3% | -19.8% | +7.9% |
| YTD | +20.6% | +30.0% | -9.3% | +16.5% |
| 1Y | +24.3% | +62.1% | -37.8% | +17.0% |
| 3Y | +45.1% | +176.6% | -131.6% | +26.2% |
| 5Y | +44.6% | +126.2% | -81.6% | +26.6% |
| 10Y | +133.1% | +135.1% | -2.0% | +94.8% |
| All | +465.0% | +379.9% | +85.1% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling