+290.6%
DAL vs ESI
+177.3%
+113.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.0% | +3.7% | -1.2% |
| 7D | +4.6% | -13.1% | +17.7% | +10.2% |
| 30D | +2.3% | -18.5% | +20.8% | +10.3% |
| 3M | -8.1% | -19.6% | +11.5% | -0.8% |
| 6M | +21.4% | -29.8% | +51.2% | +36.7% |
| YTD | +24.3% | +23.9% | +0.4% | +10.0% |
| 1Y | +47.4% | +15.0% | +32.4% | +34.3% |
| 3Y | +164.6% | +64.3% | +100.3% | +109.3% |
| 5Y | +100.2% | +26.3% | +73.9% | +73.1% |
| 10Y | +124.9% | +321.7% | -196.9% | +36.5% |
| All | +290.6% | +177.3% | +113.3% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling