-100.0%
DFNS vs DAL
+241.6%
-341.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -6.0% | -1.1% | -4.9% | -5.7% |
| 30D | -71.2% | +12.8% | -84.0% | -71.7% |
| 3M | -94.5% | -5.3% | -89.3% | -94.5% |
| 6M | -96.5% | +22.4% | -118.9% | -96.5% |
| YTD | -99.6% | +25.6% | -125.2% | -99.6% |
| 1Y | -99.7% | +45.5% | -145.2% | -99.7% |
| 3Y | -100.0% | +161.0% | -260.9% | -100.0% |
| 5Y | -100.0% | +112.2% | -212.2% | -100.0% |
| All | -100.0% | +241.6% | -341.6% | -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