+351.3%
DAL vs D
+224.7%
+126.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -13.9% | -3.6% | -10.4% | -12.5% |
| 3M | +1.1% | -1.0% | +2.1% | +1.3% |
| 6M | +26.2% | +6.3% | +20.0% | +21.6% |
| YTD | +16.4% | +14.7% | +1.7% | +7.6% |
| 1Y | +33.9% | +16.9% | +16.9% | +22.1% |
| 3Y | +93.4% | +56.8% | +36.6% | +47.5% |
| 5Y | +106.4% | +5.2% | +101.1% | +89.8% |
| 10Y | +143.0% | +35.9% | +107.1% | +75.5% |
| All | +351.3% | +224.7% | +126.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling