+105.8%
DAL vs ETR
+127.8%
-21.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -13.9% | +1.0% | -14.9% | -14.2% |
| 3M | +1.1% | -1.3% | +2.3% | +1.3% |
| 6M | +26.2% | +1.9% | +24.4% | +25.0% |
| YTD | +16.4% | +18.2% | -1.7% | +9.7% |
| 1Y | +33.9% | +24.7% | +9.2% | +24.1% |
| 3Y | +93.4% | +150.7% | -57.3% | +42.4% |
| All | +105.8% | +127.8% | -21.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling