+118.1%
DAL vs D
+44.7%
+73.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.2% | -4.3% |
| 7D | +4.6% | +6.9% | -2.4% | +2.5% |
| 30D | +2.3% | +12.3% | -10.0% | -1.1% |
| 3M | -8.1% | +3.0% | -11.1% | -8.9% |
| 6M | +21.4% | +12.8% | +8.6% | +16.7% |
| YTD | +24.3% | +22.6% | +1.8% | +16.1% |
| 1Y | +47.4% | +21.7% | +25.7% | +37.7% |
| 3Y | +164.6% | +83.9% | +80.7% | +112.8% |
| 5Y | +100.2% | +14.0% | +86.3% | +86.7% |
| All | +118.1% | +44.7% | +73.4% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling