+121.4%
DAL vs ECL
+196.0%
-74.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +2.3% | -2.3% | +4.6% | +4.2% |
| 30D | +14.3% | +8.3% | +6.0% | +7.8% |
| 3M | +1.3% | +8.4% | -7.2% | -4.8% |
| 6M | +29.3% | +23.3% | +6.0% | +10.1% |
| YTD | +33.0% | +18.2% | +14.8% | +16.6% |
| 1Y | +59.8% | +18.8% | +41.1% | +39.5% |
| 3Y | +177.2% | +78.5% | +98.7% | +72.5% |
| 5Y | +118.4% | +40.1% | +78.3% | +62.6% |
| 10Y | +121.4% | +196.5% | -75.1% | +13.1% |
| All | +121.4% | +196.0% | -74.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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