+122.3%
DAL vs EXE
+155.8%
-33.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.9% |
| 7D | +10.0% | -3.9% | +14.0% | +10.9% |
| 30D | +12.0% | -2.6% | +14.6% | +12.5% |
| 3M | +0.8% | -6.9% | +7.6% | +1.9% |
| 6M | +26.2% | -9.3% | +35.5% | +27.9% |
| YTD | +33.7% | -20.7% | +54.4% | +39.0% |
| 1Y | +57.6% | -21.8% | +79.4% | +64.1% |
| 3Y | +183.5% | +16.2% | +167.3% | +162.7% |
| 5Y | +114.2% | +61.1% | +53.1% | +74.6% |
| All | +122.3% | +155.8% | -33.5% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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