+132.2%
DAL vs SRE
+117.4%
+14.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -13.9% | -0.7% | -13.2% | -13.9% |
| 3M | +1.1% | -6.3% | +7.4% | +3.8% |
| 6M | +26.2% | -10.7% | +36.9% | +32.4% |
| YTD | +16.4% | -3.5% | +19.9% | +17.0% |
| 1Y | +33.9% | +5.3% | +28.6% | +28.4% |
| 3Y | +93.4% | +31.8% | +61.6% | +59.6% |
| 5Y | +106.4% | +47.4% | +59.0% | +58.5% |
| All | +132.2% | +117.4% | +14.7% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling