+126.4%
DAL vs EME
+1,278.1%
-1,151.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.9% |
| 7D | +3.4% | +5.2% | -1.8% | +0.4% |
| 30D | -13.6% | -5.4% | -8.2% | -11.1% |
| 3M | +1.2% | -6.1% | +7.3% | +2.7% |
| 6M | +34.5% | +9.7% | +24.8% | +23.6% |
| YTD | +14.7% | +26.6% | -11.9% | -4.3% |
| 1Y | +29.2% | +24.6% | +4.6% | +6.4% |
| 3Y | +100.0% | +249.6% | -149.6% | -22.3% |
| 5Y | +106.3% | +556.6% | -450.2% | -50.0% |
| 10Y | +126.4% | +1,286.6% | -1,160.2% | -66.0% |
| All | +126.4% | +1,278.1% | -1,151.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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