+114.2%
DAL vs DRI
+76.5%
+37.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.3% |
| 7D | +10.0% | +3.1% | +6.9% | +8.0% |
| 30D | +12.0% | +16.2% | -4.2% | +1.6% |
| 3M | +0.8% | +8.4% | -7.6% | -5.1% |
| 6M | +26.2% | +19.0% | +7.2% | +10.8% |
| YTD | +33.7% | +28.8% | +4.9% | +10.4% |
| 1Y | +57.6% | +33.1% | +24.4% | +27.0% |
| 3Y | +183.5% | +70.8% | +112.7% | +83.8% |
| 5Y | +114.2% | +74.2% | +39.9% | +36.6% |
| All | +114.2% | +76.5% | +37.7% | +36.6% |
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