+191.6%
XOM vs DAL
+136.2%
+55.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.8% |
| 7D | -8.3% | +10.0% | -18.4% | -10.3% |
| 30D | -2.5% | +12.0% | -14.5% | -5.3% |
| 3M | +8.3% | +0.8% | +7.5% | +7.5% |
| 6M | +15.5% | +26.2% | -10.7% | +7.7% |
| YTD | +39.6% | +33.7% | +5.9% | +26.8% |
| 1Y | +44.6% | +57.6% | -13.0% | +25.4% |
| 3Y | +76.6% | +183.5% | -106.9% | +22.3% |
| 5Y | +195.8% | +114.2% | +81.6% | +113.5% |
| 10Y | +191.6% | +128.1% | +63.5% | +95.9% |
| All | +191.6% | +136.2% | +55.4% | +95.9% |
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 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