+122.8%
DAL vs ESI
+312.6%
-189.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.1% |
| 7D | +8.8% | -8.5% | +17.3% | +13.7% |
| 30D | +5.4% | -15.7% | +21.1% | +14.5% |
| 3M | -4.9% | -18.2% | +13.3% | +4.4% |
| 6M | +19.8% | -28.8% | +48.7% | +39.4% |
| YTD | +27.0% | +26.3% | +0.7% | +4.1% |
| 1Y | +52.5% | +18.2% | +34.2% | +29.6% |
| 3Y | +173.8% | +68.1% | +105.7% | +87.1% |
| 5Y | +104.5% | +28.8% | +75.8% | +59.5% |
| All | +122.8% | +312.6% | -189.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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