+105.8%
DAL vs EXE
+109.5%
-3.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -13.9% | +8.5% | -22.4% | -15.4% |
| 3M | +1.1% | +5.5% | -4.4% | -0.2% |
| 6M | +26.2% | -5.9% | +32.1% | +27.2% |
| YTD | +16.4% | -9.7% | +26.1% | +18.0% |
| 1Y | +33.9% | +3.6% | +30.3% | +30.4% |
| 3Y | +93.4% | +18.0% | +75.3% | +81.1% |
| All | +105.8% | +109.5% | -3.6% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling