+403.7%
DAL vs D
+243.9%
+159.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.4% | +2.7% | +5.1% |
| 7D | +11.1% | +8.5% | +2.6% | +6.9% |
| 30D | +7.7% | +14.3% | -6.6% | +1.1% |
| 3M | -3.5% | +1.8% | -5.3% | -4.4% |
| 6M | +31.3% | +13.0% | +18.3% | +22.9% |
| YTD | +30.0% | +22.7% | +7.2% | +16.3% |
| 1Y | +62.1% | +22.6% | +39.5% | +44.8% |
| 3Y | +176.6% | +84.2% | +92.4% | +95.2% |
| 5Y | +126.2% | +15.8% | +110.4% | +98.8% |
| 10Y | +135.1% | +45.8% | +89.3% | +63.9% |
| All | +403.7% | +243.9% | +159.8% | +57.5% |
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 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