+418.2%
DAL vs DTE
+571.8%
-153.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.7% |
| 7D | +10.0% | +1.8% | +8.2% | +8.9% |
| 30D | +12.0% | +9.0% | +3.0% | +6.2% |
| 3M | +0.8% | -0.2% | +1.0% | +0.9% |
| 6M | +26.2% | +0.1% | +26.1% | +25.5% |
| YTD | +33.7% | +10.0% | +23.7% | +24.1% |
| 1Y | +57.6% | +4.7% | +52.9% | +50.8% |
| 3Y | +183.5% | +55.7% | +127.8% | +103.7% |
| 5Y | +114.2% | +45.1% | +69.0% | +56.8% |
| 10Y | +128.1% | +145.1% | -17.0% | +13.0% |
| All | +418.2% | +571.8% | -153.6% | -3.1% |
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