+113.0%
DAL vs EFX
-30.1%
+143.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.4% | -4.9% |
| 7D | +1.4% | -3.6% | +5.0% | +2.8% |
| 30D | +9.1% | +25.3% | -16.2% | -0.4% |
| 3M | -3.5% | +3.8% | -7.3% | -5.7% |
| 6M | +23.4% | +12.7% | +10.7% | +15.3% |
| YTD | +26.0% | -13.1% | +39.2% | +30.2% |
| 1Y | +44.6% | -9.3% | +54.0% | +46.4% |
| 3Y | +162.7% | +3.5% | +159.2% | +137.2% |
| 5Y | +113.0% | -30.6% | +143.6% | +112.7% |
| All | +113.0% | -30.1% | +143.0% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling