+49.1%
DAL vs DT
+71.4%
-22.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.6% | +2.2% | -2.7% |
| 7D | +4.6% | -28.3% | +32.9% | +12.9% |
| 30D | +2.3% | -28.4% | +30.7% | +10.4% |
| 3M | -8.1% | -14.1% | +6.0% | -5.6% |
| 6M | +21.4% | +13.2% | +8.3% | +15.1% |
| YTD | +24.3% | +0.8% | +23.5% | +20.3% |
| 1Y | +47.4% | -7.8% | +55.2% | +46.1% |
| 3Y | +164.6% | -8.3% | +172.9% | +159.4% |
| 5Y | +100.2% | -42.7% | +143.0% | +108.8% |
| All | +49.1% | +71.4% | -22.2% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling