+132.2%
DAL vs DG
+112.1%
+20.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +0.1% | +8.4% | -8.3% | -1.0% |
| 30D | -13.9% | +4.9% | -18.9% | -14.5% |
| 3M | +1.1% | +29.3% | -28.3% | -2.5% |
| 6M | +26.2% | -11.3% | +37.5% | +27.6% |
| YTD | +16.4% | +1.8% | +14.7% | +15.5% |
| 1Y | +33.9% | +25.3% | +8.5% | +28.8% |
| 3Y | +93.4% | +9.1% | +84.3% | +85.8% |
| 5Y | +106.4% | -34.9% | +141.2% | +118.8% |
| All | +132.2% | +112.1% | +20.1% | +77.3% |
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