+19.8%
DAL vs EMR
+15.2%
+4.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.3% |
| 3M | -4.9% | +3.8% | -8.7% | -7.2% |
| 6M | +19.8% | +10.5% | +9.3% | +11.9% |
| All | +19.8% | +15.2% | +4.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling