+173.8%
DAL vs EXE
+3.8%
+170.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | +8.8% | -6.6% | +15.4% | +9.6% |
| 30D | +5.4% | -4.0% | +9.4% | +5.8% |
| 3M | -4.9% | -7.5% | +2.5% | -4.3% |
| 6M | +19.8% | -11.7% | +31.5% | +21.2% |
| YTD | +27.0% | -22.0% | +49.0% | +31.5% |
| 1Y | +52.5% | -21.8% | +74.3% | +57.3% |
| 3Y | +173.8% | +8.0% | +165.8% | +160.3% |
| All | +173.8% | +3.8% | +170.0% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling