+105.0%
DAL vs EL
+60.4%
+44.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.5% |
| 7D | +1.4% | +2.7% | -1.3% | +0.3% |
| 30D | +9.1% | +10.8% | -1.7% | +4.2% |
| 3M | -3.5% | +26.5% | -30.0% | -14.0% |
| 6M | +23.4% | +31.1% | -7.8% | +7.4% |
| YTD | +26.0% | +6.6% | +19.4% | +17.2% |
| 1Y | +44.6% | +21.8% | +22.8% | +26.1% |
| 3Y | +162.7% | +1.8% | +161.0% | +126.2% |
| 5Y | +113.0% | -65.6% | +178.5% | +226.1% |
| All | +105.0% | +60.4% | +44.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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