+122.8%
DAL vs ECL
+199.1%
-76.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.4% |
| 7D | +8.8% | -0.8% | +9.6% | +9.6% |
| 30D | +5.4% | +8.1% | -2.7% | -0.6% |
| 3M | -4.9% | +6.4% | -11.3% | -9.4% |
| 6M | +19.8% | +14.8% | +5.1% | +7.7% |
| YTD | +27.0% | +15.5% | +11.5% | +13.4% |
| 1Y | +52.5% | +20.1% | +32.3% | +31.8% |
| 3Y | +173.8% | +77.8% | +96.1% | +70.8% |
| 5Y | +104.5% | +37.9% | +66.7% | +54.0% |
| All | +122.8% | +199.1% | -76.3% | +15.9% |
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