+105.8%
DAL vs DT
-27.0%
+132.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +0.1% | -3.3% | +3.4% | +1.0% |
| 30D | -13.9% | +2.0% | -16.0% | -14.6% |
| 3M | +1.1% | +20.0% | -18.9% | -4.6% |
| 6M | +26.2% | +39.3% | -13.0% | +12.4% |
| YTD | +16.4% | +19.8% | -3.3% | +8.3% |
| 1Y | +33.9% | +4.3% | +29.6% | +29.9% |
| 3Y | +93.4% | +7.7% | +85.7% | +82.7% |
| All | +105.8% | -27.0% | +132.8% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling