+62.1%
DAL vs DD
+49.3%
+12.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +8.9% | +8.1% |
| 7D | +11.1% | +8.7% | +2.4% | +5.4% |
| 30D | +7.7% | +15.3% | -7.6% | -1.4% |
| 3M | -3.5% | +5.9% | -9.5% | -7.1% |
| 6M | +31.3% | +11.6% | +19.7% | +21.3% |
| YTD | +30.0% | +26.5% | +3.4% | +5.5% |
| 1Y | +62.1% | +35.4% | +26.7% | +22.7% |
| All | +62.1% | +49.3% | +12.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling