+96.4%
DAL vs DOW
-11.5%
+107.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +6.0% |
| 7D | +10.0% | -9.4% | +19.5% | +15.2% |
| 30D | +12.0% | +8.9% | +3.1% | +6.8% |
| 3M | +0.8% | +6.7% | -6.0% | -3.9% |
| 6M | +26.2% | -14.2% | +40.4% | +31.7% |
| YTD | +33.7% | +36.9% | -3.2% | +0.9% |
| 1Y | +57.6% | +45.8% | +11.8% | +14.2% |
| 3Y | +183.5% | -23.9% | +207.4% | +190.8% |
| 5Y | +114.2% | -30.8% | +144.9% | +132.5% |
| All | +96.4% | -11.5% | +107.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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