+351.3%
DAL vs EMR
+457.4%
-106.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +1.2% |
| 30D | -13.9% | -5.6% | -8.3% | -10.4% |
| 3M | +1.1% | +7.9% | -6.9% | -4.8% |
| 6M | +26.2% | +6.0% | +20.2% | +20.0% |
| YTD | +16.4% | +16.4% | 0.0% | +2.9% |
| 1Y | +33.9% | +16.6% | +17.2% | +17.5% |
| 3Y | +93.4% | +62.9% | +30.5% | +31.7% |
| 5Y | +106.4% | +60.1% | +46.3% | +40.4% |
| 10Y | +143.0% | +268.8% | -125.8% | -10.1% |
| All | +351.3% | +457.4% | -106.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling