+392.2%
DAL vs ECL
+779.8%
-387.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.5% |
| 7D | +8.8% | -0.8% | +9.6% | +9.6% |
| 30D | +5.4% | +8.1% | -2.7% | -1.0% |
| 3M | -4.9% | +6.4% | -11.3% | -9.7% |
| 6M | +19.8% | +14.8% | +5.1% | +6.9% |
| YTD | +27.0% | +15.5% | +11.5% | +12.5% |
| 1Y | +52.5% | +20.1% | +32.3% | +30.5% |
| 3Y | +173.8% | +77.8% | +96.1% | +65.9% |
| 5Y | +104.5% | +37.9% | +66.7% | +49.8% |
| 10Y | +129.7% | +202.7% | -72.9% | -15.2% |
| All | +392.2% | +779.8% | -387.6% | -36.7% |
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