+126.2%
DAL vs DOC
-22.8%
+149.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.0% | +5.6% |
| 7D | +11.1% | +8.7% | +2.3% | +6.7% |
| 30D | +7.7% | +7.6% | +0.1% | +3.9% |
| 3M | -3.5% | -5.3% | +1.7% | -1.1% |
| 6M | +31.3% | +27.6% | +3.7% | +15.4% |
| YTD | +30.0% | +32.4% | -2.4% | +11.5% |
| 1Y | +62.1% | +22.9% | +39.2% | +44.4% |
| 3Y | +176.6% | +43.1% | +133.5% | +120.1% |
| 5Y | +126.2% | -21.4% | +147.6% | +168.6% |
| All | +126.2% | -22.8% | +149.0% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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