+161.0%
DAL vs DD
+88.8%
+72.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | -1.1% | +5.0% | -6.0% | -3.8% |
| 30D | +12.8% | +19.7% | -6.9% | +1.1% |
| 3M | -5.3% | +7.2% | -12.5% | -9.5% |
| 6M | +22.4% | +1.0% | +21.3% | +20.9% |
| YTD | +25.6% | +29.1% | -3.5% | +6.0% |
| 1Y | +45.5% | +28.5% | +17.0% | +23.1% |
| 3Y | +161.0% | +89.4% | +71.5% | +60.9% |
| All | +161.0% | +88.8% | +72.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling