+66.3%
DAL vs SE
+589.8%
-523.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | -6.1% | +6.2% | +1.3% |
| 30D | -13.9% | -2.5% | -11.5% | -13.8% |
| 3M | +1.1% | +21.7% | -20.6% | -2.9% |
| 6M | +26.2% | +27.0% | -0.8% | +19.7% |
| YTD | +16.4% | -12.1% | +28.6% | +17.3% |
| 1Y | +33.9% | -40.9% | +74.8% | +44.3% |
| 3Y | +93.4% | +191.0% | -97.6% | +55.0% |
| 5Y | +106.4% | -68.3% | +174.6% | +111.8% |
| All | +66.3% | +589.8% | -523.5% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling