+100.2%
DAL vs EXPE
+54.1%
+46.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.4% | +2.1% |
| 7D | +4.6% | -3.6% | +8.2% | +5.8% |
| 30D | +2.3% | +4.8% | -2.5% | -0.8% |
| 3M | -8.1% | -14.6% | +6.5% | -2.5% |
| 6M | +21.4% | +10.0% | +11.4% | +12.6% |
| YTD | +24.3% | -3.3% | +27.6% | +19.7% |
| 1Y | +47.4% | +28.4% | +19.0% | +20.8% |
| 3Y | +164.6% | +145.1% | +19.5% | +47.9% |
| 5Y | +100.2% | +51.6% | +48.6% | +47.0% |
| All | +100.2% | +54.1% | +46.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling