+128.1%
DAL vs ED
+132.0%
-3.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +10.0% | -0.1% | +10.1% | +10.0% |
| 30D | +12.0% | +11.6% | +0.5% | +9.8% |
| 3M | +0.8% | +10.5% | -9.8% | -1.1% |
| 6M | +26.2% | +13.2% | +13.0% | +23.0% |
| YTD | +33.7% | +22.1% | +11.6% | +27.8% |
| 1Y | +57.6% | +24.2% | +33.4% | +49.9% |
| 3Y | +183.5% | +46.9% | +136.6% | +151.4% |
| 5Y | +114.2% | +80.8% | +33.4% | +76.5% |
| 10Y | +128.1% | +134.3% | -6.1% | +97.4% |
| All | +128.1% | +132.0% | -3.9% | +97.4% |
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