+121.4%
DAL vs ED
+141.1%
-19.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | -0.9% | +3.3% | +2.5% |
| 30D | +14.3% | +11.2% | +3.1% | +12.1% |
| 3M | +1.3% | +11.8% | -10.5% | -0.8% |
| 6M | +29.3% | +14.1% | +15.2% | +25.8% |
| YTD | +33.0% | +23.0% | +10.0% | +26.9% |
| 1Y | +59.8% | +23.7% | +36.2% | +52.2% |
| 3Y | +177.2% | +47.7% | +129.4% | +145.5% |
| 5Y | +118.4% | +82.6% | +35.7% | +79.3% |
| 10Y | +121.4% | +141.8% | -20.4% | +90.5% |
| All | +121.4% | +141.1% | -19.7% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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