+306.4%
XOM vs DAL
+391.1%
-84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.5% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -3.2% | +14.3% | -17.5% | -5.3% |
| 3M | +5.0% | +1.3% | +3.7% | +4.4% |
| 6M | +12.9% | +29.3% | -16.4% | +7.5% |
| YTD | +41.3% | +33.0% | +8.3% | +33.0% |
| 1Y | +43.2% | +59.8% | -16.6% | +30.8% |
| 3Y | +77.3% | +177.2% | -99.9% | +44.4% |
| 5Y | +204.8% | +118.4% | +86.4% | +152.0% |
| 10Y | +197.1% | +121.4% | +75.7% | +136.0% |
| All | +306.4% | +391.1% | -84.7% | +163.2% |
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