+52.3%
DAL vs DT
+70.4%
-18.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +8.8% | -24.7% | +33.5% | +16.1% |
| 30D | +5.4% | -27.4% | +32.8% | +13.3% |
| 3M | -4.9% | -11.1% | +6.2% | -3.1% |
| 6M | +19.8% | +13.7% | +6.2% | +13.5% |
| YTD | +27.0% | +0.2% | +26.8% | +23.1% |
| 1Y | +52.5% | -5.7% | +58.1% | +50.2% |
| 3Y | +173.8% | -8.1% | +182.0% | +168.3% |
| 5Y | +104.5% | -43.1% | +147.6% | +113.6% |
| All | +52.3% | +70.4% | -18.0% | +12.1% |
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