+125.6%
DAL vs EXC
+183.9%
-58.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +10.7% | +0.1% | +10.6% | +10.7% |
| 30D | +12.5% | +9.0% | +3.5% | +8.3% |
| 3M | +3.6% | +3.3% | +0.4% | +2.0% |
| 6M | +26.7% | +5.7% | +21.1% | +23.1% |
| YTD | +34.3% | +7.3% | +26.9% | +28.3% |
| 1Y | +59.1% | +2.9% | +56.2% | +54.8% |
| 3Y | +179.9% | +29.3% | +150.5% | +136.2% |
| 5Y | +119.1% | +40.1% | +79.1% | +73.0% |
| 10Y | +125.6% | +197.7% | -72.0% | +45.2% |
| All | +125.6% | +183.9% | -58.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling