+168.1%
DAL vs SE
+64.7%
+103.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.3% | -3.1% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +2.3% | -21.7% | +24.0% | +7.8% |
| 3M | -8.1% | -34.2% | +26.1% | +0.2% |
| 6M | +21.4% | -10.5% | +31.9% | +22.4% |
| YTD | +24.3% | -40.7% | +65.0% | +37.1% |
| 1Y | +47.4% | -52.1% | +99.4% | +71.1% |
| All | +168.1% | +64.7% | +103.4% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling