+61.1%
DAL vs DT
+70.5%
-9.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +10.7% | -7.5% | +18.2% | +12.8% |
| 30D | +12.5% | -31.5% | +44.0% | +22.8% |
| 3M | +3.6% | -14.0% | +17.6% | +6.5% |
| 6M | +26.7% | +6.9% | +19.9% | +22.1% |
| YTD | +34.3% | +0.3% | +33.9% | +30.1% |
| 1Y | +59.1% | -6.9% | +66.0% | +57.4% |
| 3Y | +179.9% | -13.9% | +193.8% | +178.8% |
| 5Y | +119.1% | -39.9% | +159.1% | +126.3% |
| All | +61.1% | +70.5% | -9.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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