+351.3%
DAL vs DAR
+745.5%
-394.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +0.1% | +1.4% | -1.2% | -0.5% |
| 30D | -13.9% | +12.8% | -26.7% | -18.3% |
| 3M | +1.1% | +7.4% | -6.3% | -2.9% |
| 6M | +26.2% | +22.3% | +4.0% | +14.4% |
| YTD | +16.4% | +81.1% | -64.7% | -9.8% |
| 1Y | +33.9% | +106.5% | -72.6% | -2.7% |
| 3Y | +93.4% | +5.3% | +88.1% | +74.7% |
| 5Y | +106.4% | -11.5% | +117.9% | +92.7% |
| 10Y | +143.0% | +353.3% | -210.4% | +18.8% |
| All | +351.3% | +745.5% | -394.2% | +39.1% |
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