+43.8%
XLU vs DAL
+105.9%
-62.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | +0.8% | -0.1% | +0.6% |
| 30D | -0.4% | -11.7% | +11.3% | +0.7% |
| 3M | -1.7% | -2.7% | +1.0% | -1.6% |
| 6M | -7.1% | +30.7% | -37.8% | -9.7% |
| YTD | +1.9% | +14.4% | -12.4% | +0.1% |
| 1Y | +6.1% | +31.2% | -25.1% | +2.6% |
| 3Y | +48.8% | +99.4% | -50.7% | +34.4% |
| 5Y | +43.8% | +98.6% | -54.8% | +26.8% |
| All | +43.8% | +105.9% | -62.1% | +26.8% |
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