+121.4%
DAL vs EAT
+333.9%
-212.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -2.0% |
| 7D | +2.3% | -8.9% | +11.3% | +5.6% |
| 30D | +14.3% | +3.4% | +10.9% | +12.3% |
| 3M | +1.3% | -9.3% | +10.6% | +3.3% |
| 6M | +29.3% | +43.8% | -14.5% | +11.0% |
| YTD | +33.0% | +39.9% | -6.9% | +13.8% |
| 1Y | +59.8% | +89.7% | -29.9% | +21.7% |
| 3Y | +177.2% | +491.3% | -314.1% | +33.3% |
| 5Y | +118.4% | +365.4% | -247.1% | +8.2% |
| 10Y | +121.4% | +325.9% | -204.5% | -6.2% |
| All | +121.4% | +333.9% | -212.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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