+179.9%
DAL vs EXE
+18.1%
+161.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.2% |
| 7D | +10.7% | -2.2% | +12.9% | +11.0% |
| 30D | +12.5% | -0.3% | +12.8% | +12.5% |
| 3M | +3.6% | -9.3% | +13.0% | +4.8% |
| 6M | +26.7% | -7.2% | +34.0% | +27.4% |
| YTD | +34.3% | -18.9% | +53.2% | +38.5% |
| 1Y | +59.1% | -21.7% | +80.8% | +65.6% |
| 3Y | +179.9% | +21.0% | +158.9% | +157.6% |
| All | +179.9% | +18.1% | +161.7% | +157.6% |
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