+118.4%
DAL vs DLR
+39.4%
+79.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | -2.0% | +4.4% | +3.2% |
| 30D | +14.3% | +0.5% | +13.8% | +14.1% |
| 3M | +1.3% | -4.4% | +5.7% | +2.9% |
| 6M | +29.3% | -6.4% | +35.7% | +32.1% |
| YTD | +33.0% | +19.5% | +13.5% | +23.2% |
| 1Y | +59.8% | +10.5% | +49.3% | +52.4% |
| 3Y | +177.2% | +54.0% | +123.2% | +127.0% |
| 5Y | +118.4% | +39.7% | +78.6% | +64.7% |
| All | +118.4% | +39.4% | +79.0% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling