+98.5%
DAL vs D
+56.9%
+41.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -13.9% | -3.6% | -10.4% | -13.3% |
| 3M | +1.1% | -1.0% | +2.1% | +1.2% |
| 6M | +26.2% | +6.3% | +20.0% | +24.3% |
| YTD | +16.4% | +14.7% | +1.7% | +12.3% |
| 1Y | +33.9% | +16.9% | +16.9% | +28.3% |
| All | +98.5% | +56.9% | +41.5% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling