+21.4%
DAL vs SE
-12.1%
+33.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.3% | -3.3% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +2.3% | -21.7% | +24.0% | +6.2% |
| 3M | -8.1% | -34.2% | +26.1% | -2.1% |
| 6M | +21.4% | -10.5% | +31.9% | +22.8% |
| All | +21.4% | -12.1% | +33.6% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling