+392.2%
DAL vs DTE
+556.0%
-163.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +8.8% | -0.3% | +9.1% | +9.1% |
| 30D | +5.4% | +6.2% | -0.8% | +1.6% |
| 3M | -4.9% | -2.6% | -2.3% | -3.4% |
| 6M | +19.8% | -3.5% | +23.4% | +22.0% |
| YTD | +27.0% | +7.4% | +19.6% | +19.6% |
| 1Y | +52.5% | +4.2% | +48.2% | +46.2% |
| 3Y | +173.8% | +51.7% | +122.1% | +100.0% |
| 5Y | +104.5% | +39.7% | +64.9% | +53.5% |
| 10Y | +129.7% | +137.5% | -7.7% | +16.0% |
| All | +392.2% | +556.0% | -163.7% | -6.6% |
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