+460.7%
XLP vs DAL
+359.0%
+101.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.3% |
| 7D | +3.5% | +4.6% | -1.1% | +3.0% |
| 30D | +11.6% | +2.3% | +9.2% | +11.2% |
| 3M | +7.6% | -8.1% | +15.7% | +8.5% |
| 6M | +10.0% | +21.4% | -11.4% | +7.4% |
| YTD | +19.7% | +24.3% | -4.6% | +16.1% |
| 1Y | +23.5% | +47.4% | -23.9% | +17.4% |
| 3Y | +44.0% | +164.6% | -120.6% | +25.8% |
| 5Y | +42.7% | +100.2% | -57.5% | +26.7% |
| 10Y | +131.3% | +124.9% | +6.5% | +94.2% |
| All | +460.7% | +359.0% | +101.7% | +278.9% |
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 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