+104.3%
DAL vs EAT
+320.8%
-216.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.1% | -4.0% | +2.9% | +0.3% |
| 30D | +12.8% | -2.9% | +15.7% | +13.4% |
| 3M | -5.3% | -16.9% | +11.6% | 0.0% |
| 6M | +22.4% | +57.0% | -34.6% | +2.0% |
| YTD | +25.6% | +38.2% | -12.6% | +8.0% |
| 1Y | +45.5% | +69.3% | -23.8% | +15.5% |
| 3Y | +161.0% | +483.0% | -322.0% | +26.2% |
| 5Y | +112.2% | +364.1% | -251.9% | +5.3% |
| All | +104.3% | +320.8% | -216.5% | -14.5% |
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