+128.1%
DAL vs EL
+63.1%
+65.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +4.1% |
| 7D | +10.0% | +8.0% | +2.0% | +6.6% |
| 30D | +12.0% | +15.4% | -3.4% | +5.1% |
| 3M | +0.8% | +28.5% | -27.7% | -10.9% |
| 6M | +26.2% | +32.2% | -6.0% | +9.5% |
| YTD | +33.7% | +9.2% | +24.5% | +23.1% |
| 1Y | +57.6% | +30.8% | +26.8% | +33.0% |
| 3Y | +183.5% | +3.7% | +179.8% | +142.2% |
| 5Y | +114.2% | -64.8% | +179.0% | +224.2% |
| 10Y | +128.1% | +60.0% | +68.1% | +75.6% |
| All | +128.1% | +63.1% | +65.1% | +75.6% |
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