+111.4%
DAL vs EMR
+87.8%
+23.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.1% | +2.8% | -3.9% | -3.1% |
| 30D | +12.8% | +3.7% | +9.2% | +10.0% |
| 3M | -5.3% | +2.0% | -7.3% | -6.7% |
| 6M | +22.4% | +22.1% | +0.2% | +5.1% |
| YTD | +25.6% | +27.2% | -1.6% | +3.4% |
| 1Y | +45.5% | +32.0% | +13.5% | +16.4% |
| 3Y | +161.0% | +103.3% | +57.7% | +47.5% |
| All | +111.4% | +87.8% | +23.7% | +25.9% |
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