+126.4%
DAL vs DTE
+138.6%
-12.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | +3.4% | +0.9% | +2.5% | +2.9% |
| 30D | -13.6% | -1.9% | -11.7% | -12.7% |
| 3M | +1.2% | -3.3% | +4.5% | +2.9% |
| 6M | +34.5% | -7.1% | +41.6% | +39.4% |
| YTD | +14.7% | +8.1% | +6.6% | +8.2% |
| 1Y | +29.2% | +5.3% | +24.0% | +23.7% |
| 3Y | +100.0% | +48.2% | +51.8% | +51.6% |
| 5Y | +106.3% | +33.2% | +73.1% | +63.6% |
| 10Y | +126.4% | +137.5% | -11.1% | +38.8% |
| All | +126.4% | +138.6% | -12.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling