+62.1%
DAL vs SRE
-7.5%
+69.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.9% | +10.0% | +7.3% |
| 7D | +11.1% | -2.1% | +13.2% | +11.1% |
| 30D | +7.7% | +6.1% | +1.7% | +7.0% |
| 3M | -3.5% | -3.5% | 0.0% | -3.4% |
| 6M | +31.3% | -10.8% | +42.1% | +32.6% |
| YTD | +30.0% | -4.0% | +33.9% | +31.7% |
| 1Y | +62.1% | -7.7% | +69.7% | +66.3% |
| All | +62.1% | -7.5% | +69.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling