+97.3%
DAL vs RDW
+5.0%
+92.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.2% | -2.4% |
| 7D | +3.4% | +9.5% | -6.1% | +2.1% |
| 30D | -13.6% | -17.4% | +3.8% | -11.5% |
| 3M | +1.2% | -39.5% | +40.7% | +6.4% |
| 6M | +34.5% | +31.3% | +3.1% | +23.8% |
| YTD | +14.7% | +47.8% | -33.1% | +1.2% |
| 1Y | +29.2% | +33.8% | -4.6% | +13.5% |
| 3Y | +100.0% | +262.3% | -162.3% | +40.3% |
| 5Y | +106.3% | -5.7% | +112.0% | +53.3% |
| All | +97.3% | +5.0% | +92.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RDW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling