+351.3%
DAL vs DD
+186.2%
+165.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.6% |
| 7D | +0.1% | -3.5% | +3.6% | +2.3% |
| 30D | -13.9% | -10.3% | -3.6% | -8.2% |
| 3M | +1.1% | -7.5% | +8.6% | +5.8% |
| 6M | +26.2% | -8.0% | +34.2% | +32.0% |
| YTD | +16.4% | +10.5% | +6.0% | +8.7% |
| 1Y | +33.9% | +38.3% | -4.4% | +8.6% |
| 3Y | +93.4% | +42.5% | +50.9% | +51.0% |
| 5Y | +106.4% | +60.2% | +46.2% | +49.3% |
| 10Y | +143.0% | +68.9% | +74.1% | +60.8% |
| All | +351.3% | +186.2% | +165.1% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling