+122.8%
DAL vs EXPE
+115.0%
+7.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.0% | +4.7% |
| 7D | +8.8% | -9.3% | +18.1% | +13.7% |
| 30D | +5.4% | +0.1% | +5.2% | +3.9% |
| 3M | -4.9% | -15.3% | +10.4% | +1.8% |
| 6M | +19.8% | +5.5% | +14.4% | +12.3% |
| YTD | +27.0% | -8.0% | +35.0% | +24.2% |
| 1Y | +52.5% | +18.9% | +33.6% | +27.1% |
| 3Y | +173.8% | +135.5% | +38.3% | +46.0% |
| 5Y | +104.5% | +44.3% | +60.3% | +37.5% |
| All | +122.8% | +115.0% | +7.8% | -10.1% |
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