+50.5%
DRAM vs DAL
+42.6%
+7.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.3% | +1.1% | +2.7% |
| 7D | -9.8% | +10.0% | -19.8% | -14.9% |
| 30D | -26.9% | +12.0% | -39.0% | -31.9% |
| 3M | -17.4% | +0.8% | -18.2% | -17.1% |
| 6M | -20.9% | +26.2% | -47.1% | -30.7% |
| All | +50.5% | +42.6% | +7.9% | +23.7% |
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