+100.2%
DAL vs EL
-65.9%
+166.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -2.9% |
| 7D | +4.6% | -1.1% | +5.6% | +4.9% |
| 30D | +2.3% | +15.3% | -13.0% | -2.9% |
| 3M | -8.1% | +24.2% | -32.3% | -15.9% |
| 6M | +21.4% | +30.9% | -9.5% | +8.4% |
| YTD | +24.3% | +3.9% | +20.4% | +18.4% |
| 1Y | +47.4% | +19.9% | +27.5% | +32.5% |
| 3Y | +164.6% | +2.5% | +162.1% | +130.1% |
| 5Y | +100.2% | -66.7% | +167.0% | +204.3% |
| All | +100.2% | -65.9% | +166.1% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling