+59.1%
DAL vs DG
+41.0%
+18.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +10.7% | +5.2% | +5.5% | +9.6% |
| 30D | +12.5% | +7.9% | +4.6% | +10.9% |
| 3M | +3.6% | +12.7% | -9.1% | +1.2% |
| 6M | +26.7% | +22.4% | +4.3% | +21.6% |
| YTD | +34.3% | +5.4% | +28.9% | +30.9% |
| 1Y | +59.1% | +39.4% | +19.7% | +54.8% |
| All | +59.1% | +41.0% | +18.1% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling