+639.0%
XLY vs DAL
+323.4%
+315.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.5% | +3.4% | -3.9% | -1.3% |
| 30D | -4.9% | -13.6% | +8.7% | -1.5% |
| 3M | -1.0% | +1.2% | -2.2% | -1.6% |
| 6M | 0.0% | +34.5% | -34.5% | -7.5% |
| YTD | -4.2% | +14.7% | -18.8% | -8.2% |
| 1Y | -2.7% | +29.2% | -31.9% | -9.8% |
| 3Y | +38.4% | +100.0% | -61.5% | +12.6% |
| 5Y | +28.9% | +106.3% | -77.4% | +2.4% |
| 10Y | +214.7% | +126.4% | +88.4% | +128.7% |
| All | +639.0% | +323.4% | +315.6% | +258.9% |
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