+381.8%
DAL vs DAR
+557.6%
-175.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.2% |
| 7D | +4.6% | -8.1% | +12.6% | +7.8% |
| 30D | +2.3% | -17.1% | +19.4% | +9.3% |
| 3M | -8.1% | -12.3% | +4.2% | -4.8% |
| 6M | +21.4% | -21.8% | +43.2% | +30.3% |
| YTD | +24.3% | +40.8% | -16.5% | +5.1% |
| 1Y | +47.4% | +57.4% | -10.0% | +19.0% |
| 3Y | +164.6% | +12.1% | +152.5% | +131.3% |
| 5Y | +100.2% | -40.2% | +140.4% | +116.6% |
| 10Y | +124.9% | +280.1% | -155.2% | +17.1% |
| All | +381.8% | +557.6% | -175.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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