+351.3%
DAL vs EXC
+67.4%
+283.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -13.9% | -3.7% | -10.2% | -12.4% |
| 3M | +1.1% | -1.3% | +2.4% | +1.3% |
| 6M | +26.2% | -9.7% | +35.9% | +31.5% |
| YTD | +16.4% | +2.9% | +13.5% | +13.4% |
| 1Y | +33.9% | +4.4% | +29.5% | +29.2% |
| 3Y | +93.4% | +22.2% | +71.2% | +67.9% |
| 5Y | +106.4% | +46.7% | +59.6% | +60.4% |
| 10Y | +143.0% | +155.3% | -12.4% | +40.6% |
| All | +351.3% | +67.4% | +283.9% | +159.8% |
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 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