+125.6%
DAL vs DE
+783.8%
-658.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +10.7% | +3.3% | +7.4% | +8.8% |
| 30D | +12.5% | +10.7% | +1.8% | +5.9% |
| 3M | +3.6% | +13.1% | -9.5% | -4.7% |
| 6M | +26.7% | +20.2% | +6.5% | +11.4% |
| YTD | +34.3% | +48.9% | -14.6% | +0.7% |
| 1Y | +59.1% | +46.6% | +12.5% | +20.1% |
| 3Y | +179.9% | +91.4% | +88.5% | +75.4% |
| 5Y | +119.1% | +108.1% | +11.0% | +24.4% |
| 10Y | +125.6% | +782.7% | -657.1% | -41.1% |
| All | +125.6% | +783.8% | -658.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling