+128.1%
DAL vs EXPE
+119.8%
+8.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +10.0% | -13.3% | +23.4% | +17.9% |
| 30D | +12.0% | -5.5% | +17.5% | +14.1% |
| 3M | +0.8% | -16.5% | +17.2% | +8.7% |
| 6M | +26.2% | +13.1% | +13.1% | +14.3% |
| YTD | +33.7% | -8.0% | +41.7% | +30.7% |
| 1Y | +57.6% | +1.1% | +56.5% | +45.7% |
| 3Y | +183.5% | +131.2% | +52.3% | +52.9% |
| 5Y | +114.2% | +39.8% | +74.4% | +46.9% |
| 10Y | +128.1% | +118.5% | +9.7% | -8.2% |
| All | +128.1% | +119.8% | +8.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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