+173.8%
DAL vs EW
+51.9%
+121.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.8% |
| 7D | +8.8% | +11.0% | -2.2% | +6.1% |
| 30D | +5.4% | +19.1% | -13.7% | +1.1% |
| 3M | -4.9% | +14.4% | -19.3% | -8.0% |
| 6M | +19.8% | +22.8% | -2.9% | +13.9% |
| YTD | +27.0% | +19.8% | +7.2% | +21.2% |
| 1Y | +52.5% | +23.9% | +28.6% | +44.5% |
| 3Y | +173.8% | +52.2% | +121.6% | +129.3% |
| All | +173.8% | +51.9% | +121.9% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling