+381.8%
DAL vs VO
+432.8%
-51.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.9% | +0.2% |
| 7D | +4.6% | -3.3% | +7.9% | +9.4% |
| 30D | +2.3% | -1.8% | +4.2% | +5.1% |
| 3M | -8.1% | -3.4% | -4.7% | -3.6% |
| 6M | +21.4% | +3.0% | +18.4% | +17.7% |
| YTD | +24.3% | +10.7% | +13.6% | +10.5% |
| 1Y | +47.4% | +11.8% | +35.6% | +29.6% |
| 3Y | +164.6% | +60.4% | +104.2% | +52.1% |
| 5Y | +100.2% | +33.6% | +66.6% | +47.4% |
| 10Y | +124.9% | +202.0% | -77.1% | -37.8% |
| All | +381.8% | +432.8% | -51.0% | -23.8% |
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