+77.6%
DAL vs SE
+365.4%
-287.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.7% | +1.3% | -3.3% |
| 7D | +4.6% | -1.2% | +5.8% | +4.8% |
| 30D | +2.3% | -21.7% | +24.0% | +6.8% |
| 3M | -8.1% | -34.2% | +26.1% | -1.4% |
| 6M | +21.4% | -10.5% | +31.9% | +22.6% |
| YTD | +24.3% | -40.7% | +65.0% | +34.1% |
| 1Y | +47.4% | -52.1% | +99.4% | +64.8% |
| 3Y | +164.6% | +68.9% | +95.8% | +133.6% |
| 5Y | +100.2% | -78.9% | +179.1% | +120.9% |
| All | +77.6% | +365.4% | -287.8% | +19.9% |
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