+392.2%
DAL vs DD
+218.7%
+173.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.5% |
| 7D | +8.8% | +4.6% | +4.2% | +5.5% |
| 30D | +5.4% | +11.8% | -6.4% | -1.7% |
| 3M | -4.9% | +2.2% | -7.1% | -6.6% |
| 6M | +19.8% | -1.6% | +21.5% | +20.0% |
| YTD | +27.0% | +23.0% | +4.0% | +10.7% |
| 1Y | +52.5% | +26.9% | +25.5% | +30.6% |
| 3Y | +173.8% | +77.9% | +96.0% | +86.9% |
| 5Y | +104.5% | +59.9% | +44.7% | +48.0% |
| 10Y | +129.7% | +90.1% | +39.7% | +41.1% |
| All | +392.2% | +218.7% | +173.6% | +125.2% |
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