+122.8%
DAL vs EXPD
+304.0%
-181.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +3.4% |
| 7D | +8.8% | -7.2% | +16.0% | +13.1% |
| 30D | +5.4% | -3.3% | +8.7% | +7.1% |
| 3M | -4.9% | +3.4% | -8.3% | -7.1% |
| 6M | +19.8% | +22.7% | -2.8% | +5.8% |
| YTD | +27.0% | +24.5% | +2.5% | +9.3% |
| 1Y | +52.5% | +38.6% | +13.8% | +22.9% |
| 3Y | +173.8% | +71.5% | +102.3% | +88.9% |
| 5Y | +104.5% | +56.2% | +48.3% | +45.4% |
| All | +122.8% | +304.0% | -181.2% | -11.1% |
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