+98.5%
DAL vs EL
-31.7%
+130.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -13.9% | +19.8% | -33.8% | -18.9% |
| 3M | +1.1% | +25.7% | -24.6% | -6.3% |
| 6M | +26.2% | +5.4% | +20.8% | +22.5% |
| YTD | +16.4% | +0.2% | +16.2% | +13.5% |
| 1Y | +33.9% | +20.4% | +13.4% | +22.0% |
| All | +98.5% | -31.7% | +130.2% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling