+351.3%
DAL vs DTE
+554.8%
-203.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +0.1% | +0.2% | 0.0% | 0.0% |
| 30D | -13.9% | -2.6% | -11.4% | -12.5% |
| 3M | +1.1% | -3.9% | +5.0% | +3.3% |
| 6M | +26.2% | -7.9% | +34.2% | +32.1% |
| YTD | +16.4% | +7.2% | +9.2% | +9.8% |
| 1Y | +33.9% | +3.1% | +30.8% | +29.2% |
| 3Y | +93.4% | +47.6% | +45.8% | +43.4% |
| 5Y | +106.4% | +32.7% | +73.6% | +60.3% |
| 10Y | +143.0% | +138.8% | +4.2% | +22.0% |
| All | +351.3% | +554.8% | -203.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling