+145.3%
DAL vs EXEL
+400.1%
-254.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | +8.4% | -8.2% | -1.4% |
| 30D | -13.9% | +4.1% | -18.0% | -14.7% |
| 3M | +1.1% | +12.4% | -11.3% | -1.2% |
| 6M | +26.2% | +41.5% | -15.3% | +18.0% |
| YTD | +16.4% | +34.6% | -18.2% | +9.7% |
| 1Y | +33.9% | +57.9% | -24.0% | +22.0% |
| 3Y | +93.4% | +159.5% | -66.1% | +58.7% |
| 5Y | +106.4% | +198.5% | -92.1% | +63.0% |
| All | +145.3% | +400.1% | -254.8% | +75.3% |
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