+50.7%
DAL vs DT
+75.7%
-25.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.1% | +3.1% | -4.2% | -1.8% |
| 30D | +12.8% | -29.5% | +42.4% | +22.3% |
| 3M | -5.3% | -11.7% | +6.4% | -3.3% |
| 6M | +22.4% | +29.0% | -6.6% | +12.5% |
| YTD | +25.6% | +3.4% | +22.2% | +20.8% |
| 1Y | +45.5% | -4.2% | +49.7% | +42.9% |
| 3Y | +161.0% | -12.8% | +173.8% | +159.2% |
| 5Y | +112.2% | -39.6% | +151.8% | +118.7% |
| All | +50.7% | +75.7% | -25.0% | +10.0% |
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