+122.8%
DAL vs ETR
+352.3%
-229.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +8.8% | +0.4% | +8.4% | +8.7% |
| 30D | +5.4% | +7.5% | -2.1% | +2.3% |
| 3M | -4.9% | +4.4% | -9.4% | -6.7% |
| 6M | +19.8% | -1.5% | +21.4% | +20.3% |
| YTD | +27.0% | +21.8% | +5.2% | +15.6% |
| 1Y | +52.5% | +18.4% | +34.1% | +40.5% |
| 3Y | +173.8% | +148.5% | +25.3% | +78.0% |
| 5Y | +104.5% | +152.6% | -48.1% | +29.4% |
| All | +122.8% | +352.3% | -229.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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