+135.9%
XLU vs DAL
+141.7%
-5.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | -11.1% | +7.8% | -1.9% |
| 3M | -3.2% | -2.1% | -1.0% | -3.0% |
| 6M | -7.0% | +35.8% | -42.8% | -10.9% |
| YTD | +0.6% | +16.0% | -15.4% | -2.0% |
| 1Y | +2.4% | +33.7% | -31.2% | -2.2% |
| 3Y | +46.3% | +102.3% | -56.0% | +28.9% |
| 5Y | +44.0% | +110.3% | -66.4% | +23.5% |
| All | +135.9% | +141.7% | -5.8% | +88.7% |
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