+392.2%
DAL vs DE
+1,610.0%
-1,217.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.4% |
| 7D | +8.8% | -0.6% | +9.4% | +9.2% |
| 30D | +5.4% | +2.3% | +3.1% | +3.9% |
| 3M | -4.9% | +9.5% | -14.4% | -10.6% |
| 6M | +19.8% | +14.1% | +5.8% | +9.3% |
| YTD | +27.0% | +45.4% | -18.4% | -1.5% |
| 1Y | +52.5% | +42.9% | +9.6% | +19.1% |
| 3Y | +173.8% | +84.8% | +89.0% | +82.0% |
| 5Y | +104.5% | +101.8% | +2.7% | +25.3% |
| 10Y | +129.7% | +788.0% | -658.3% | -41.1% |
| All | +392.2% | +1,610.0% | -1,217.8% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling