+41.5%
DRAM vs DAL
+35.4%
+6.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +4.7% |
| 7D | -18.2% | +8.8% | -27.0% | -22.3% |
| 30D | -34.5% | +5.4% | -39.9% | -36.4% |
| 3M | -23.6% | -4.9% | -18.7% | -20.1% |
| 6M | -19.3% | +19.8% | -39.1% | -26.8% |
| All | +41.5% | +35.4% | +6.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling