+33.9%
DAL vs DRI
+6.9%
+26.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -13.9% | +3.8% | -17.8% | -15.6% |
| 3M | +1.1% | +13.0% | -11.9% | -5.1% |
| 6M | +26.2% | +8.3% | +17.9% | +20.3% |
| YTD | +16.4% | +20.6% | -4.2% | +7.3% |
| 1Y | +33.9% | +6.5% | +27.4% | +19.2% |
| All | +33.9% | +6.9% | +26.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling