+351.3%
DAL vs ECL
+715.0%
-363.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | -2.6% | +2.7% | +2.3% |
| 30D | -13.9% | -2.2% | -11.8% | -12.5% |
| 3M | +1.1% | +10.1% | -9.0% | -6.7% |
| 6M | +26.2% | -5.7% | +32.0% | +32.1% |
| YTD | +16.4% | +7.0% | +9.5% | +9.7% |
| 1Y | +33.9% | +2.7% | +31.2% | +29.6% |
| 3Y | +93.4% | +57.7% | +35.7% | +29.2% |
| 5Y | +106.4% | +31.1% | +75.2% | +56.7% |
| 10Y | +143.0% | +150.9% | -7.9% | +5.0% |
| All | +351.3% | +715.0% | -363.7% | -38.2% |
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