+122.8%
DAL vs DG
+122.0%
+0.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +2.6% |
| 7D | +8.8% | +1.1% | +7.7% | +8.6% |
| 30D | +5.4% | +9.5% | -4.1% | +4.0% |
| 3M | -4.9% | +5.5% | -10.4% | -5.8% |
| 6M | +19.8% | +16.1% | +3.7% | +17.0% |
| YTD | +27.0% | +2.7% | +24.3% | +25.7% |
| 1Y | +52.5% | +42.1% | +10.4% | +44.2% |
| 3Y | +173.8% | +19.3% | +154.6% | +158.3% |
| 5Y | +104.5% | -35.3% | +139.9% | +117.4% |
| All | +122.8% | +122.0% | +0.8% | +67.3% |
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