+98.6%
DAL vs DG
-32.6%
+131.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.8% | -4.1% |
| 7D | +4.6% | +6.1% | -1.5% | +3.9% |
| 30D | +2.3% | +11.9% | -9.6% | +1.1% |
| 3M | -8.1% | +9.3% | -17.3% | -9.0% |
| 6M | +21.4% | +19.1% | +2.3% | +18.9% |
| YTD | +24.3% | +5.9% | +18.4% | +22.8% |
| 1Y | +47.4% | +39.8% | +7.6% | +41.9% |
| 3Y | +164.6% | +23.4% | +141.2% | +152.9% |
| All | +98.6% | -32.6% | +131.2% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling