+105.0%
DAL vs EME
+910.4%
-805.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.9% |
| 7D | +1.4% | +11.3% | -9.9% | -4.6% |
| 30D | +9.1% | -14.6% | +23.6% | +17.8% |
| 3M | -3.5% | -20.4% | +16.9% | +7.8% |
| 6M | +23.4% | -28.3% | +51.6% | +43.9% |
| YTD | +26.0% | +8.6% | +17.5% | +12.9% |
| 1Y | +44.6% | +3.2% | +41.4% | +33.2% |
| 3Y | +162.7% | +216.8% | -54.0% | +5.0% |
| 5Y | +113.0% | +417.5% | -304.5% | -41.7% |
| All | +105.0% | +910.4% | -805.3% | -65.3% |
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