+105.8%
DAL vs EME
+529.3%
-423.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | -13.9% | -8.3% | -5.7% | -10.7% |
| 3M | +1.1% | -10.7% | +11.8% | +5.1% |
| 6M | +26.2% | +1.9% | +24.3% | +22.7% |
| YTD | +16.4% | +23.5% | -7.0% | +2.2% |
| 1Y | +33.9% | +18.0% | +15.9% | +17.8% |
| 3Y | +93.4% | +236.1% | -142.7% | -10.7% |
| All | +105.8% | +529.3% | -423.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling