+100.2%
DAL vs DRI
+77.7%
+22.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | +4.6% | +3.7% | +0.8% | +2.2% |
| 30D | +2.3% | +13.5% | -11.2% | -5.7% |
| 3M | -8.1% | +10.4% | -18.5% | -14.5% |
| 6M | +21.4% | +19.5% | +1.9% | +6.4% |
| YTD | +24.3% | +28.2% | -3.9% | +3.0% |
| 1Y | +47.4% | +31.0% | +16.4% | +20.1% |
| 3Y | +164.6% | +67.1% | +97.5% | +74.6% |
| 5Y | +100.2% | +74.7% | +25.6% | +26.6% |
| All | +100.2% | +77.7% | +22.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling