+381.8%
DAL vs EXPD
+424.8%
-42.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -1.4% |
| 7D | +4.6% | -4.8% | +9.4% | +7.8% |
| 30D | +2.3% | -1.5% | +3.8% | +3.2% |
| 3M | -8.1% | +4.1% | -12.2% | -11.0% |
| 6M | +21.4% | +24.0% | -2.6% | +3.8% |
| YTD | +24.3% | +27.4% | -3.1% | +2.2% |
| 1Y | +47.4% | +38.4% | +9.0% | +14.3% |
| 3Y | +164.6% | +73.2% | +91.4% | +70.1% |
| 5Y | +100.2% | +59.9% | +40.4% | +31.9% |
| 10Y | +124.9% | +319.9% | -195.0% | -30.5% |
| All | +381.8% | +424.8% | -42.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling