+381.8%
DAL vs DRI
+1,001.4%
-619.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | +4.6% | +3.7% | +0.8% | +2.4% |
| 30D | +2.3% | +13.5% | -11.2% | -5.2% |
| 3M | -8.1% | +10.4% | -18.5% | -14.1% |
| 6M | +21.4% | +19.5% | +1.9% | +7.7% |
| YTD | +24.3% | +28.2% | -3.9% | +5.2% |
| 1Y | +47.4% | +31.0% | +16.4% | +23.0% |
| 3Y | +164.6% | +67.1% | +97.5% | +86.4% |
| 5Y | +100.2% | +74.7% | +25.6% | +37.3% |
| 10Y | +124.9% | +376.2% | -251.3% | -24.3% |
| All | +381.8% | +1,001.4% | -619.6% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling