+100.2%
DAL vs ES
+5.0%
+95.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.8% |
| 7D | +4.6% | +5.9% | -1.4% | +3.2% |
| 30D | +2.3% | +10.2% | -7.9% | +0.1% |
| 3M | -8.1% | +0.4% | -8.5% | -8.3% |
| 6M | +21.4% | +6.9% | +14.6% | +19.4% |
| YTD | +24.3% | +10.5% | +13.8% | +20.7% |
| 1Y | +47.4% | +3.2% | +44.2% | +45.1% |
| 3Y | +164.6% | +49.0% | +115.6% | +129.7% |
| 5Y | +100.2% | +4.5% | +95.8% | +92.8% |
| All | +100.2% | +5.0% | +95.3% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling