+179.9%
DAL vs EAT
+477.9%
-298.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.7% |
| 7D | +10.7% | -5.9% | +16.6% | +12.8% |
| 30D | +12.5% | +0.7% | +11.9% | +11.7% |
| 3M | +3.6% | -14.2% | +17.9% | +7.6% |
| 6M | +26.7% | +40.7% | -14.0% | +10.2% |
| YTD | +34.3% | +36.0% | -1.7% | +16.9% |
| 1Y | +59.1% | +83.1% | -23.9% | +23.6% |
| 3Y | +179.9% | +474.8% | -295.0% | +37.2% |
| All | +179.9% | +477.9% | -298.0% | +37.2% |
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 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