+304.3%
XOM vs DAL
+368.9%
-64.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | -11.4% | +8.8% | -20.2% | -12.6% |
| 30D | +1.1% | +5.4% | -4.3% | +0.1% |
| 3M | +7.8% | -4.9% | +12.7% | +8.2% |
| 6M | +13.0% | +19.8% | -6.8% | +8.9% |
| YTD | +40.6% | +27.0% | +13.6% | +33.3% |
| 1Y | +49.1% | +52.5% | -3.4% | +37.1% |
| 3Y | +72.9% | +173.8% | -100.9% | +40.9% |
| 5Y | +204.0% | +104.5% | +99.4% | +153.9% |
| 10Y | +205.7% | +129.7% | +76.0% | +142.4% |
| All | +304.3% | +368.9% | -64.6% | +163.7% |
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 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