-100.0%
DFNS vs DAL
+245.4%
-345.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.2% | -14.4% | -12.6% |
| 7D | -44.0% | +8.8% | -52.8% | -44.8% |
| 30D | -69.1% | +5.4% | -74.5% | -69.4% |
| 3M | -95.6% | -4.9% | -90.7% | -95.6% |
| 6M | -96.2% | +19.8% | -116.0% | -96.2% |
| YTD | -99.6% | +27.0% | -126.6% | -99.6% |
| 1Y | -99.7% | +52.5% | -152.2% | -99.7% |
| 3Y | -100.0% | +173.8% | -273.8% | -100.0% |
| 5Y | -100.0% | +104.5% | -204.5% | -100.0% |
| All | -100.0% | +245.4% | -345.4% | -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