+381.8%
DAL vs ED
+422.8%
-41.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.7% |
| 7D | +4.6% | +5.2% | -0.6% | +2.4% |
| 30D | +2.3% | +15.5% | -13.2% | -3.7% |
| 3M | -8.1% | +13.0% | -21.1% | -12.8% |
| 6M | +21.4% | +13.1% | +8.3% | +14.7% |
| YTD | +24.3% | +25.3% | -1.0% | +11.5% |
| 1Y | +47.4% | +30.5% | +16.8% | +29.5% |
| 3Y | +164.6% | +49.3% | +115.3% | +109.7% |
| 5Y | +100.2% | +84.6% | +15.7% | +38.6% |
| 10Y | +124.9% | +135.4% | -10.6% | +22.0% |
| All | +381.8% | +422.8% | -41.0% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling