+381.8%
DAL vs EXEL
+535.6%
-153.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.2% | -3.1% |
| 7D | +4.6% | +3.8% | +0.8% | +3.7% |
| 30D | +2.3% | +17.8% | -15.5% | -1.3% |
| 3M | -8.1% | +21.2% | -29.3% | -12.1% |
| 6M | +21.4% | +54.7% | -33.3% | +10.0% |
| YTD | +24.3% | +56.8% | -32.5% | +12.1% |
| 1Y | +47.4% | +70.2% | -22.8% | +30.4% |
| 3Y | +164.6% | +227.2% | -62.6% | +98.1% |
| 5Y | +100.2% | +254.9% | -154.7% | +45.2% |
| 10Y | +124.9% | +476.9% | -352.0% | +29.6% |
| All | +381.8% | +535.6% | -153.8% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling