+121.4%
DAL vs DG
+111.9%
+9.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | -3.0% | +5.3% | +2.8% |
| 30D | +14.3% | +8.6% | +5.7% | +13.0% |
| 3M | +1.3% | +15.0% | -13.7% | -0.8% |
| 6M | +29.3% | +32.7% | -3.4% | +24.1% |
| YTD | +33.0% | +5.5% | +27.5% | +31.1% |
| 1Y | +59.8% | +34.6% | +25.2% | +52.3% |
| 3Y | +177.2% | +24.2% | +153.0% | +159.8% |
| 5Y | +118.4% | -32.3% | +150.6% | +130.2% |
| 10Y | +121.4% | +111.1% | +10.3% | +68.9% |
| All | +121.4% | +111.9% | +9.5% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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