+102.9%
DAL vs EFX
-31.2%
+134.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +3.0% |
| 7D | +8.8% | +2.7% | +6.1% | +7.7% |
| 30D | +5.4% | +33.1% | -27.7% | -6.0% |
| 3M | -4.9% | +8.2% | -13.1% | -8.7% |
| 6M | +19.8% | +10.2% | +9.7% | +13.1% |
| YTD | +27.0% | -11.8% | +38.8% | +30.4% |
| 1Y | +52.5% | -6.1% | +58.5% | +51.9% |
| 3Y | +173.8% | +7.5% | +166.4% | +143.3% |
| All | +102.9% | -31.2% | +134.1% | +104.5% |
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 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