+128.1%
DAL vs EMR
+319.4%
-191.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +1.9% |
| 7D | +10.0% | +2.1% | +7.9% | +8.4% |
| 30D | +12.0% | +4.8% | +7.3% | +8.3% |
| 3M | +0.8% | +7.5% | -6.7% | -4.7% |
| 6M | +26.2% | +20.9% | +5.3% | +8.8% |
| YTD | +33.7% | +29.2% | +4.5% | +8.4% |
| 1Y | +57.6% | +33.0% | +24.6% | +24.9% |
| 3Y | +183.5% | +109.8% | +73.7% | +55.4% |
| 5Y | +114.2% | +91.9% | +22.2% | +23.7% |
| 10Y | +128.1% | +301.5% | -173.4% | -18.2% |
| All | +128.1% | +319.4% | -191.3% | -18.2% |
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