+173.8%
DAL vs DT
-9.2%
+183.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +8.8% | -24.7% | +33.5% | +15.1% |
| 30D | +5.4% | -27.4% | +32.8% | +12.3% |
| 3M | -4.9% | -11.1% | +6.2% | -3.6% |
| 6M | +19.8% | +13.7% | +6.2% | +12.8% |
| YTD | +27.0% | +0.2% | +26.8% | +24.3% |
| 1Y | +52.5% | -5.7% | +58.1% | +52.8% |
| 3Y | +173.8% | -8.1% | +182.0% | +162.0% |
| All | +173.8% | -9.2% | +183.1% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling