+105.8%
DAL vs DTE
+33.5%
+72.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -13.9% | -2.6% | -11.4% | -13.3% |
| 3M | +1.1% | -3.9% | +5.0% | +2.1% |
| 6M | +26.2% | -7.9% | +34.2% | +29.0% |
| YTD | +16.4% | +7.2% | +9.2% | +13.1% |
| 1Y | +33.9% | +3.1% | +30.8% | +31.7% |
| 3Y | +93.4% | +47.6% | +45.8% | +67.2% |
| All | +105.8% | +33.5% | +72.4% | +87.5% |
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