+173.8%
DAL vs EAT
+486.0%
-312.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +3.1% |
| 7D | +8.8% | -2.6% | +11.4% | +9.8% |
| 30D | +5.4% | +11.5% | -6.1% | +1.4% |
| 3M | -4.9% | -9.1% | +4.2% | -3.1% |
| 6M | +19.8% | +40.4% | -20.6% | +4.5% |
| YTD | +27.0% | +43.9% | -16.9% | +8.7% |
| 1Y | +52.5% | +101.9% | -49.5% | +14.7% |
| 3Y | +173.8% | +489.9% | -316.0% | +38.4% |
| All | +173.8% | +486.0% | -312.2% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling