+161.9%
DAL vs SRE
+23.7%
+138.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | +9.1% | -4.1% | +13.2% | +10.4% |
| 3M | -3.5% | -7.3% | +3.8% | -1.4% |
| 6M | +23.4% | -14.1% | +37.5% | +29.2% |
| YTD | +26.0% | -8.5% | +34.6% | +28.5% |
| 1Y | +44.6% | -12.0% | +56.6% | +49.6% |
| All | +161.9% | +23.7% | +138.1% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling