+121.4%
DAL vs VO
+202.1%
-80.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -2.7% |
| 7D | +2.3% | +0.2% | +2.1% | +2.1% |
| 30D | +14.3% | +2.0% | +12.3% | +11.5% |
| 3M | +1.3% | -0.3% | +1.6% | +2.0% |
| 6M | +29.3% | +7.3% | +22.0% | +18.3% |
| YTD | +33.0% | +15.0% | +18.0% | +11.4% |
| 1Y | +59.8% | +14.7% | +45.2% | +34.6% |
| 3Y | +177.2% | +67.3% | +109.9% | +47.1% |
| 5Y | +118.4% | +38.8% | +79.5% | +49.9% |
| 10Y | +121.4% | +201.6% | -80.2% | -45.7% |
| All | +121.4% | +202.1% | -80.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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