+39.7%
DAL vs DT
+103.5%
-63.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -13.9% | +2.0% | -16.0% | -14.6% |
| 3M | +1.1% | +20.0% | -18.9% | -4.1% |
| 6M | +26.2% | +39.3% | -13.0% | +13.8% |
| YTD | +16.4% | +19.8% | -3.3% | +8.8% |
| 1Y | +33.9% | +4.3% | +29.6% | +29.7% |
| 3Y | +93.4% | +7.7% | +85.7% | +83.6% |
| 5Y | +106.4% | -26.8% | +133.2% | +103.8% |
| All | +39.7% | +103.5% | -63.9% | -0.9% |
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