+102.9%
DAL vs DTE
+39.5%
+63.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +5.4% | +6.2% | -0.8% | +3.7% |
| 3M | -4.9% | -2.6% | -2.3% | -4.2% |
| 6M | +19.8% | -3.5% | +23.4% | +20.9% |
| YTD | +27.0% | +7.4% | +19.6% | +23.3% |
| 1Y | +52.5% | +4.2% | +48.2% | +49.4% |
| 3Y | +173.8% | +51.7% | +122.1% | +133.5% |
| All | +102.9% | +39.5% | +63.4% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling