+161.0%
DAL vs EME
+216.1%
-55.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.1% | +8.4% | -9.5% | -4.0% |
| 30D | +12.8% | -11.5% | +24.3% | +17.2% |
| 3M | -5.3% | -20.6% | +15.4% | +2.2% |
| 6M | +22.4% | -28.5% | +50.8% | +37.0% |
| YTD | +25.6% | +8.0% | +17.6% | +17.0% |
| 1Y | +45.5% | +6.8% | +38.7% | +36.1% |
| 3Y | +161.0% | +213.9% | -52.9% | +52.3% |
| All | +161.0% | +216.1% | -55.1% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling