+111.4%
DAL vs EW
-7.9%
+119.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.1% | +4.9% | -6.0% | -2.6% |
| 30D | +12.8% | +23.9% | -11.1% | +5.3% |
| 3M | -5.3% | +15.8% | -21.0% | -9.8% |
| 6M | +22.4% | +31.7% | -9.3% | +11.6% |
| YTD | +25.6% | +25.7% | -0.1% | +16.0% |
| 1Y | +45.5% | +24.4% | +21.1% | +34.7% |
| 3Y | +161.0% | +65.9% | +95.1% | +103.9% |
| All | +111.4% | -7.9% | +119.3% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling