+122.8%
DAL vs EXEL
+461.0%
-338.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +8.8% | +0.3% | +8.5% | +8.8% |
| 30D | +5.4% | +19.0% | -13.7% | +1.9% |
| 3M | -4.9% | +33.3% | -38.2% | -10.2% |
| 6M | +19.8% | +42.9% | -23.0% | +11.6% |
| YTD | +27.0% | +58.7% | -31.7% | +15.6% |
| 1Y | +52.5% | +70.5% | -18.1% | +36.9% |
| 3Y | +173.8% | +233.8% | -60.0% | +113.0% |
| 5Y | +104.5% | +259.3% | -154.8% | +55.1% |
| All | +122.8% | +461.0% | -338.2% | +50.8% |
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