+104.3%
DAL vs EXEL
+320.7%
-216.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +12.8% | +13.1% | -0.3% | +10.2% |
| 3M | -5.3% | +36.3% | -41.6% | -10.9% |
| 6M | +22.4% | +34.5% | -12.2% | +15.3% |
| YTD | +25.6% | +57.4% | -31.8% | +14.5% |
| 1Y | +45.5% | +62.9% | -17.4% | +31.7% |
| 3Y | +161.0% | +229.5% | -68.6% | +102.9% |
| 5Y | +112.2% | +281.2% | -169.0% | +58.9% |
| All | +104.3% | +320.7% | -216.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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