+132.2%
DAL vs EFX
+44.5%
+87.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +4.5% |
| 7D | +0.1% | -8.6% | +8.8% | +3.9% |
| 30D | -13.9% | +0.1% | -14.0% | -14.4% |
| 3M | +1.1% | +3.8% | -2.8% | -2.0% |
| 6M | +26.2% | -13.5% | +39.8% | +31.9% |
| YTD | +16.4% | -17.7% | +34.1% | +23.3% |
| 1Y | +33.9% | -25.6% | +59.4% | +47.3% |
| 3Y | +93.4% | -12.1% | +105.5% | +90.5% |
| 5Y | +106.4% | -33.8% | +140.2% | +124.4% |
| All | +132.2% | +44.5% | +87.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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