+381.8%
DAL vs EXC
+78.5%
+303.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.6% |
| 7D | +4.6% | +1.4% | +3.2% | +3.9% |
| 30D | +2.3% | +11.6% | -9.3% | -2.8% |
| 3M | -8.1% | +2.7% | -10.7% | -9.3% |
| 6M | +21.4% | +2.7% | +18.7% | +19.3% |
| YTD | +24.3% | +9.7% | +14.6% | +17.5% |
| 1Y | +47.4% | +4.5% | +42.8% | +42.3% |
| 3Y | +164.6% | +28.5% | +136.1% | +124.9% |
| 5Y | +100.2% | +43.9% | +56.3% | +57.9% |
| 10Y | +124.9% | +183.7% | -58.9% | +23.9% |
| All | +381.8% | +78.5% | +303.4% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling