+62.1%
DAL vs DLR
+11.0%
+51.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.1% |
| 7D | +11.1% | +2.8% | +8.2% | +9.8% |
| 30D | +7.7% | +2.8% | +4.9% | +6.4% |
| 3M | -3.5% | -4.0% | +0.5% | -2.1% |
| 6M | +31.3% | -5.6% | +36.9% | +33.4% |
| YTD | +30.0% | +21.9% | +8.0% | +22.4% |
| 1Y | +62.1% | +13.0% | +49.1% | +53.7% |
| All | +62.1% | +11.0% | +51.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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