+351.3%
DAL vs EW
+2,091.3%
-1,740.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | -13.9% | +1.0% | -15.0% | -14.3% |
| 3M | +1.1% | +2.8% | -1.7% | -0.1% |
| 6M | +26.2% | +5.5% | +20.8% | +23.3% |
| YTD | +16.4% | +5.5% | +11.0% | +13.5% |
| 1Y | +33.9% | +11.0% | +22.8% | +27.6% |
| 3Y | +93.4% | +17.7% | +75.7% | +71.5% |
| 5Y | +106.4% | -25.7% | +132.1% | +113.7% |
| 10Y | +143.0% | +132.8% | +10.2% | +55.5% |
| All | +351.3% | +2,091.3% | -1,740.1% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling