+99.6%
DAL vs RDW
-0.7%
+100.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | -11.1% | -21.3% | +10.1% | -8.5% |
| 3M | -2.1% | -37.9% | +35.8% | +2.8% |
| 6M | +35.8% | +12.3% | +23.6% | +27.8% |
| YTD | +16.0% | +39.7% | -23.7% | +3.1% |
| 1Y | +33.7% | +25.7% | +8.0% | +18.3% |
| 3Y | +102.3% | +230.8% | -128.6% | +43.6% |
| 5Y | +110.3% | -8.8% | +119.1% | +56.3% |
| All | +99.6% | -0.7% | +100.4% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling