+128.1%
DAL vs EXEL
+445.6%
-317.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.7% |
| 7D | +10.0% | +2.3% | +7.7% | +9.6% |
| 30D | +12.0% | +19.8% | -7.8% | +8.2% |
| 3M | +0.8% | +32.7% | -31.9% | -4.7% |
| 6M | +26.2% | +49.0% | -22.8% | +16.5% |
| YTD | +33.7% | +63.7% | -30.0% | +20.9% |
| 1Y | +57.6% | +75.8% | -18.2% | +40.5% |
| 3Y | +183.5% | +241.3% | -57.8% | +118.8% |
| 5Y | +114.2% | +289.0% | -174.9% | +59.5% |
| 10Y | +128.1% | +377.6% | -249.5% | +58.0% |
| All | +128.1% | +445.6% | -317.4% | +58.0% |
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