+122.8%
DAL vs EAT
+378.4%
-255.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +3.2% |
| 7D | +8.8% | -2.6% | +11.4% | +9.9% |
| 30D | +5.4% | +11.5% | -6.1% | +0.9% |
| 3M | -4.9% | -9.1% | +4.2% | -3.0% |
| 6M | +19.8% | +40.4% | -20.6% | +3.8% |
| YTD | +27.0% | +43.9% | -16.9% | +7.7% |
| 1Y | +52.5% | +101.9% | -49.5% | +13.6% |
| 3Y | +173.8% | +489.9% | -316.0% | +31.9% |
| 5Y | +104.5% | +362.6% | -258.1% | +1.6% |
| All | +122.8% | +378.4% | -255.5% | -6.9% |
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