+122.8%
DAL vs DLR
+166.0%
-43.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +8.8% | -3.6% | +12.4% | +10.1% |
| 30D | +5.4% | -3.5% | +8.9% | +6.6% |
| 3M | -4.9% | -8.9% | +4.0% | -2.1% |
| 6M | +19.8% | -11.6% | +31.4% | +24.2% |
| YTD | +27.0% | +14.9% | +12.1% | +21.1% |
| 1Y | +52.5% | +6.4% | +46.0% | +48.7% |
| 3Y | +173.8% | +47.3% | +126.6% | +138.7% |
| 5Y | +104.5% | +32.8% | +71.7% | +79.3% |
| All | +122.8% | +166.0% | -43.2% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling