+105.0%
DAL vs ESI
+321.1%
-216.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.1% |
| 7D | +1.4% | +8.3% | -6.9% | -2.9% |
| 30D | +9.1% | -10.4% | +19.5% | +14.8% |
| 3M | -3.5% | -13.2% | +9.7% | +2.6% |
| 6M | +23.4% | -23.9% | +47.2% | +38.7% |
| YTD | +26.0% | +34.2% | -8.1% | 0.0% |
| 1Y | +44.6% | +22.2% | +22.4% | +20.9% |
| 3Y | +162.7% | +79.2% | +83.5% | +73.3% |
| 5Y | +113.0% | +38.1% | +74.8% | +60.2% |
| All | +105.0% | +321.1% | -216.1% | -17.1% |
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