-5.2%
DASH vs DAL
+110.4%
-115.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.2% |
| 7D | +0.4% | +8.8% | -8.4% | -3.4% |
| 30D | -6.0% | +5.4% | -11.4% | -8.3% |
| 3M | -15.8% | -4.9% | -10.8% | -13.7% |
| 6M | +7.0% | +19.8% | -12.9% | -2.5% |
| YTD | -20.7% | +27.0% | -47.7% | -30.7% |
| 1Y | -8.5% | +52.5% | -61.0% | -27.5% |
| 3Y | +101.8% | +173.8% | -72.1% | +3.2% |
| 5Y | -9.6% | +104.5% | -114.1% | -49.6% |
| All | -5.2% | +110.4% | -115.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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