+145.3%
DAL vs EXPD
+315.7%
-170.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +0.1% | -1.1% | +1.3% | +0.8% |
| 30D | -13.9% | +4.1% | -18.0% | -15.9% |
| 3M | +1.1% | +17.9% | -16.8% | -8.3% |
| 6M | +26.2% | +29.2% | -3.0% | +8.0% |
| YTD | +16.4% | +27.4% | -10.9% | -0.7% |
| 1Y | +33.9% | +56.8% | -23.0% | -0.5% |
| 3Y | +93.4% | +68.0% | +25.3% | +35.5% |
| 5Y | +106.4% | +61.9% | +44.5% | +42.6% |
| All | +145.3% | +315.7% | -170.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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