+44.6%
DAL vs ESI
+21.7%
+23.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.5% |
| 7D | +1.4% | +8.3% | -6.9% | -1.3% |
| 30D | +9.1% | -10.4% | +19.5% | +12.7% |
| 3M | -3.5% | -13.2% | +9.7% | +0.6% |
| 6M | +23.4% | -23.9% | +47.2% | +33.0% |
| YTD | +26.0% | +34.2% | -8.1% | -0.4% |
| 1Y | +44.6% | +22.2% | +22.4% | +21.1% |
| All | +44.6% | +21.7% | +23.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling