+1,098.8%
DAL vs DG
+606.1%
+492.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +0.1% | +8.4% | -8.3% | -1.5% |
| 30D | -13.9% | +4.9% | -18.9% | -14.8% |
| 3M | +1.1% | +29.3% | -28.3% | -4.1% |
| 6M | +26.2% | -11.3% | +37.5% | +28.5% |
| YTD | +16.4% | +1.8% | +14.7% | +15.2% |
| 1Y | +33.9% | +25.3% | +8.5% | +26.5% |
| 3Y | +93.4% | +9.1% | +84.3% | +80.9% |
| 5Y | +106.4% | -34.9% | +141.2% | +117.0% |
| 10Y | +143.0% | +108.2% | +34.8% | +71.2% |
| All | +1,098.8% | +606.1% | +492.7% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling