+351.3%
DAL vs VO
+449.5%
-98.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.5% |
| 30D | -13.9% | -0.3% | -13.6% | -13.5% |
| 3M | +1.1% | +2.9% | -1.9% | -2.3% |
| 6M | +26.2% | +9.3% | +16.9% | +13.4% |
| YTD | +16.4% | +14.2% | +2.2% | -0.9% |
| 1Y | +33.9% | +15.3% | +18.6% | +13.0% |
| 3Y | +93.4% | +56.2% | +37.1% | +14.6% |
| 5Y | +106.4% | +42.4% | +63.9% | +39.4% |
| 10Y | +143.0% | +194.7% | -51.8% | -31.0% |
| All | +351.3% | +449.5% | -98.3% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling