+102.9%
DAL vs EMR
+80.8%
+22.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.3% |
| 7D | +8.8% | -1.6% | +10.4% | +10.2% |
| 30D | +5.4% | +2.0% | +3.4% | +3.9% |
| 3M | -4.9% | +3.8% | -8.7% | -7.6% |
| 6M | +19.8% | +10.5% | +9.3% | +10.6% |
| YTD | +27.0% | +23.7% | +3.3% | +6.7% |
| 1Y | +52.5% | +25.4% | +27.0% | +26.7% |
| 3Y | +173.8% | +86.6% | +87.3% | +64.4% |
| All | +102.9% | +80.8% | +22.1% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling