+145.3%
DAL vs D
+35.0%
+110.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +0.1% | +1.5% | -1.3% | -0.3% |
| 30D | -13.9% | -2.6% | -11.3% | -13.3% |
| 3M | +1.1% | 0.0% | +1.1% | +1.0% |
| 6M | +26.2% | +7.4% | +18.9% | +23.0% |
| YTD | +16.4% | +15.9% | +0.6% | +10.5% |
| 1Y | +33.9% | +18.1% | +15.7% | +26.0% |
| 3Y | +93.4% | +58.4% | +35.0% | +62.6% |
| 5Y | +106.4% | +5.2% | +101.1% | +97.1% |
| All | +145.3% | +35.0% | +110.3% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling