+173.8%
DAL vs EXC
+26.3%
+147.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.1% |
| 7D | +8.8% | -1.2% | +10.0% | +8.8% |
| 30D | +5.4% | +10.0% | -4.6% | +5.6% |
| 3M | -4.9% | +1.6% | -6.6% | -5.0% |
| 6M | +19.8% | +3.3% | +16.6% | +19.9% |
| YTD | +27.0% | +7.6% | +19.4% | +26.9% |
| 1Y | +52.5% | +3.5% | +49.0% | +52.5% |
| 3Y | +173.8% | +27.7% | +146.2% | +160.8% |
| All | +173.8% | +26.3% | +147.6% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling