+104.3%
DAL vs ES
+98.2%
+6.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +12.8% | +7.6% | +5.3% | +10.5% |
| 3M | -5.3% | +0.5% | -5.8% | -5.6% |
| 6M | +22.4% | +7.6% | +14.8% | +19.6% |
| YTD | +25.6% | +10.2% | +15.4% | +21.3% |
| 1Y | +45.5% | +1.8% | +43.7% | +43.3% |
| 3Y | +161.0% | +55.4% | +105.6% | +121.7% |
| 5Y | +112.2% | +7.3% | +104.9% | +100.9% |
| All | +104.3% | +98.2% | +6.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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