+351.3%
DAL vs EME
+2,459.2%
-2,107.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.8% |
| 7D | +0.1% | +1.9% | -1.8% | -1.0% |
| 30D | -13.9% | -8.3% | -5.7% | -9.8% |
| 3M | +1.1% | -10.7% | +11.8% | +5.5% |
| 6M | +26.2% | +1.9% | +24.3% | +21.2% |
| YTD | +16.4% | +23.5% | -7.0% | -1.3% |
| 1Y | +33.9% | +18.0% | +15.9% | +14.1% |
| 3Y | +93.4% | +236.1% | -142.7% | -18.7% |
| 5Y | +106.4% | +527.9% | -421.5% | -42.7% |
| 10Y | +143.0% | +1,252.8% | -1,109.8% | -59.3% |
| All | +351.3% | +2,459.2% | -2,107.9% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling