-100.0%
DFNS vs DAL
+162.4%
-262.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.3% | -15.3% | -18.3% |
| 7D | -37.4% | +4.6% | -42.0% | -38.5% |
| 30D | -65.8% | +2.3% | -68.1% | -66.1% |
| 3M | -95.0% | -8.1% | -86.9% | -94.9% |
| 6M | -95.8% | +21.4% | -117.2% | -95.8% |
| YTD | -99.5% | +24.3% | -123.9% | -99.5% |
| 1Y | -99.7% | +47.4% | -147.1% | -99.7% |
| All | -100.0% | +162.4% | -262.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling