+111.4%
DAL vs EXE
+76.7%
+34.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -1.1% | +5.3% | -6.4% | -2.0% |
| 30D | +12.8% | -2.2% | +15.0% | +13.2% |
| 3M | -5.3% | -5.9% | +0.6% | -4.4% |
| 6M | +22.4% | -5.7% | +28.1% | +22.9% |
| YTD | +25.6% | -17.8% | +43.4% | +29.4% |
| 1Y | +45.5% | -23.1% | +68.6% | +52.3% |
| 3Y | +161.0% | +21.2% | +139.8% | +141.1% |
| All | +111.4% | +76.7% | +34.7% | +70.4% |
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