+177.9%
XOM vs DAL
+128.9%
+49.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.1% |
| 7D | -2.4% | +3.4% | -5.7% | -3.1% |
| 30D | +5.7% | -13.6% | +19.2% | +9.0% |
| 3M | +6.6% | +1.2% | +5.3% | +5.4% |
| 6M | +7.7% | +34.5% | -26.8% | -1.8% |
| YTD | +36.2% | +14.7% | +21.5% | +28.5% |
| 1Y | +50.5% | +29.2% | +21.2% | +36.7% |
| 3Y | +53.4% | +100.0% | -46.6% | +16.7% |
| 5Y | +254.2% | +106.3% | +147.9% | +153.7% |
| 10Y | +177.9% | +126.4% | +51.5% | +76.7% |
| All | +177.9% | +128.9% | +49.0% | +76.7% |
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