+59.1%
DAL vs SRE
-14.1%
+73.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +10.7% | -8.2% | +18.9% | +11.4% |
| 30D | +12.5% | -3.6% | +16.2% | +12.8% |
| 3M | +3.6% | -6.3% | +9.9% | +4.0% |
| 6M | +26.7% | -13.0% | +39.8% | +28.0% |
| YTD | +34.3% | -9.2% | +43.5% | +36.8% |
| 1Y | +59.1% | -13.1% | +72.3% | +64.1% |
| All | +59.1% | -14.1% | +73.2% | +64.1% |
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