+105.0%
DAL vs EMR
+279.1%
-174.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | +1.4% | +2.7% | -1.3% | -0.6% |
| 30D | +9.1% | +2.1% | +7.0% | +7.5% |
| 3M | -3.5% | +2.3% | -5.7% | -5.2% |
| 6M | +23.4% | +22.5% | +0.9% | +5.3% |
| YTD | +26.0% | +27.2% | -1.1% | +3.4% |
| 1Y | +44.6% | +28.0% | +16.6% | +17.9% |
| 3Y | +162.7% | +103.4% | +59.3% | +47.2% |
| 5Y | +113.0% | +88.2% | +24.8% | +24.7% |
| All | +105.0% | +279.1% | -174.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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