+118.4%
DAL vs DT
-39.8%
+158.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +2.3% | -5.4% | +7.8% | +3.9% |
| 30D | +14.3% | -32.2% | +46.5% | +26.2% |
| 3M | +1.3% | -10.9% | +12.2% | +3.3% |
| 6M | +29.3% | +10.0% | +19.3% | +22.6% |
| YTD | +33.0% | +2.1% | +30.9% | +27.7% |
| 1Y | +59.8% | -5.5% | +65.4% | +57.5% |
| 3Y | +177.2% | -12.4% | +189.6% | +174.6% |
| 5Y | +118.4% | -39.7% | +158.1% | +146.0% |
| All | +118.4% | -39.8% | +158.2% | +146.0% |
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 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