+111.4%
DAL vs ETR
+157.6%
-46.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.1% | +1.2% | -2.2% | -1.4% |
| 30D | +12.8% | +7.0% | +5.8% | +10.6% |
| 3M | -5.3% | +4.6% | -9.9% | -6.6% |
| 6M | +22.4% | +0.1% | +22.2% | +22.1% |
| YTD | +25.6% | +23.2% | +2.4% | +16.5% |
| 1Y | +45.5% | +20.6% | +24.9% | +35.9% |
| 3Y | +161.0% | +156.3% | +4.7% | +86.5% |
| All | +111.4% | +157.6% | -46.2% | +48.9% |
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 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