+114.2%
DAL vs ESI
+42.9%
+71.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.1% | +2.3% |
| 7D | +10.0% | -3.5% | +13.5% | +11.9% |
| 30D | +12.0% | -9.3% | +21.3% | +17.4% |
| 3M | +0.8% | -12.8% | +13.6% | +7.4% |
| 6M | +26.2% | -24.6% | +50.8% | +43.9% |
| YTD | +33.7% | +32.7% | +0.9% | +0.6% |
| 1Y | +57.6% | +20.3% | +37.3% | +26.7% |
| 3Y | +183.5% | +80.2% | +103.3% | +62.7% |
| 5Y | +114.2% | +40.0% | +74.2% | +55.5% |
| All | +114.2% | +42.9% | +71.3% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling