+161.0%
DAL vs DTE
+57.1%
+103.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.1% | +3.4% | -4.5% | -1.9% |
| 30D | +12.8% | +8.9% | +3.9% | +10.8% |
| 3M | -5.3% | +1.1% | -6.3% | -5.6% |
| 6M | +22.4% | +0.1% | +22.3% | +22.1% |
| YTD | +25.6% | +11.1% | +14.6% | +21.5% |
| 1Y | +45.5% | +4.9% | +40.6% | +43.1% |
| 3Y | +161.0% | +58.6% | +102.4% | +125.9% |
| All | +161.0% | +57.1% | +103.8% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling