+179.9%
DAL vs DG
+23.3%
+156.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +10.7% | +5.2% | +5.5% | +10.4% |
| 30D | +12.5% | +7.9% | +4.6% | +12.1% |
| 3M | +3.6% | +12.7% | -9.1% | +3.0% |
| 6M | +26.7% | +22.4% | +4.3% | +25.5% |
| YTD | +34.3% | +5.4% | +28.9% | +33.1% |
| 1Y | +59.1% | +39.4% | +19.7% | +58.0% |
| 3Y | +179.9% | +24.1% | +155.7% | +173.7% |
| All | +179.9% | +23.3% | +156.6% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling