+111.4%
DAL vs ED
+85.1%
+26.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -1.1% | +2.1% | -3.1% | -1.1% |
| 30D | +12.8% | +10.4% | +2.4% | +13.0% |
| 3M | -5.3% | +12.5% | -17.8% | -5.1% |
| 6M | +22.4% | +14.9% | +7.4% | +22.6% |
| YTD | +25.6% | +24.8% | +0.8% | +25.3% |
| 1Y | +45.5% | +23.8% | +21.7% | +45.1% |
| 3Y | +161.0% | +51.6% | +109.3% | +142.9% |
| All | +111.4% | +85.1% | +26.3% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling