+381.8%
DAL vs ECL
+794.9%
-413.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.0% |
| 7D | +4.6% | +1.7% | +2.9% | +3.3% |
| 30D | +2.3% | +8.9% | -6.6% | -4.4% |
| 3M | -8.1% | +7.4% | -15.5% | -13.3% |
| 6M | +21.4% | +19.3% | +2.1% | +5.0% |
| YTD | +24.3% | +17.4% | +6.9% | +8.6% |
| 1Y | +47.4% | +19.4% | +28.0% | +26.8% |
| 3Y | +164.6% | +80.5% | +84.1% | +58.4% |
| 5Y | +100.2% | +40.2% | +60.0% | +44.7% |
| 10Y | +124.9% | +207.8% | -83.0% | -18.1% |
| All | +381.8% | +794.9% | -413.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling