+105.0%
DAL vs DTE
+151.2%
-46.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -5.0% |
| 7D | +1.4% | +3.2% | -1.8% | -0.4% |
| 30D | +9.1% | +8.5% | +0.6% | +4.3% |
| 3M | -3.5% | +1.3% | -4.8% | -4.2% |
| 6M | +23.4% | -0.7% | +24.1% | +23.4% |
| YTD | +26.0% | +10.6% | +15.4% | +17.4% |
| 1Y | +44.6% | +2.6% | +42.0% | +40.7% |
| 3Y | +162.7% | +56.5% | +106.2% | +92.7% |
| 5Y | +113.0% | +46.7% | +66.2% | +58.1% |
| All | +105.0% | +151.2% | -46.1% | +29.7% |
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