-100.0%
DFNS vs DAL
+263.6%
-363.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.3% | -3.8% |
| 7D | -42.8% | +10.0% | -52.9% | -43.7% |
| 30D | -67.6% | +12.0% | -79.6% | -68.2% |
| 3M | -94.9% | +0.8% | -95.6% | -94.9% |
| 6M | -96.7% | +26.2% | -122.9% | -96.8% |
| YTD | -99.6% | +33.7% | -133.3% | -99.6% |
| 1Y | -99.7% | +57.6% | -157.3% | -99.7% |
| 3Y | -100.0% | +183.5% | -283.4% | -100.0% |
| 5Y | -100.0% | +114.2% | -214.1% | -100.0% |
| All | -100.0% | +263.6% | -363.6% | -100.0% |
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