+98.5%
DAL vs DLR
+56.7%
+41.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +1.6% | -1.4% | -0.5% |
| 30D | -13.9% | -3.4% | -10.6% | -12.8% |
| 3M | +1.1% | +0.5% | +0.6% | +0.4% |
| 6M | +26.2% | +4.6% | +21.7% | +23.5% |
| YTD | +16.4% | +23.4% | -7.0% | +6.5% |
| 1Y | +33.9% | +19.0% | +14.8% | +23.7% |
| All | +98.5% | +56.7% | +41.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling