+534.4%
DAL vs EMB
+132.1%
+402.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -13.9% | -0.3% | -13.6% | -13.6% |
| 3M | +1.1% | -0.4% | +1.5% | +1.9% |
| 6M | +26.2% | +0.1% | +26.1% | +26.9% |
| YTD | +16.4% | +1.6% | +14.8% | +15.2% |
| 1Y | +33.9% | +5.6% | +28.2% | +26.7% |
| 3Y | +93.4% | +29.8% | +63.5% | +46.4% |
| 5Y | +106.4% | +7.3% | +99.1% | +93.4% |
| 10Y | +143.0% | +30.4% | +112.5% | +95.3% |
| All | +534.4% | +132.1% | +402.2% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 all: compounded portfolio wealth divided by compounded EMB 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…
all analysis · Full analysis span regression · 6 months rolling