+128.1%
DAL vs EFX
+63.8%
+64.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +5.9% | +5.6% |
| 7D | +10.0% | -2.2% | +12.2% | +11.0% |
| 30D | +12.0% | +29.2% | -17.2% | +0.1% |
| 3M | +0.8% | +3.5% | -2.7% | -1.7% |
| 6M | +26.2% | +7.8% | +18.4% | +19.5% |
| YTD | +33.7% | -12.4% | +46.1% | +37.1% |
| 1Y | +57.6% | -8.2% | +65.8% | +57.9% |
| 3Y | +183.5% | +4.7% | +178.8% | +156.6% |
| 5Y | +114.2% | -32.0% | +146.2% | +130.0% |
| 10Y | +128.1% | +69.1% | +59.1% | +54.3% |
| All | +128.1% | +63.8% | +64.3% | +54.3% |
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