+168.1%
DAL vs ED
+48.1%
+120.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.1% |
| 7D | +4.6% | +5.2% | -0.6% | +5.9% |
| 30D | +2.3% | +15.5% | -13.2% | +6.6% |
| 3M | -8.1% | +13.0% | -21.1% | -4.9% |
| 6M | +21.4% | +13.1% | +8.3% | +25.8% |
| YTD | +24.3% | +25.3% | -1.0% | +32.6% |
| 1Y | +47.4% | +30.5% | +16.8% | +58.6% |
| All | +168.1% | +48.1% | +120.0% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling