+173.8%
DAL vs DE
+82.4%
+91.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | +8.8% | -0.6% | +9.4% | +9.1% |
| 30D | +5.4% | +2.3% | +3.1% | +4.3% |
| 3M | -4.9% | +9.5% | -14.4% | -9.3% |
| 6M | +19.8% | +14.1% | +5.8% | +11.8% |
| YTD | +27.0% | +45.4% | -18.4% | +0.5% |
| 1Y | +52.5% | +42.9% | +9.6% | +21.4% |
| 3Y | +173.8% | +84.8% | +89.0% | +95.0% |
| All | +173.8% | +82.4% | +91.4% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling