+111.4%
DAL vs RDW
-30.2%
+141.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -1.1% | +7.2% | -8.3% | -2.1% |
| 30D | +12.8% | -10.3% | +23.2% | +13.8% |
| 3M | -5.3% | -41.4% | +36.2% | +1.0% |
| 6M | +22.4% | -32.5% | +54.9% | +24.0% |
| YTD | +25.6% | +1.7% | +23.9% | +14.6% |
| 1Y | +45.5% | +39.0% | +6.5% | +25.4% |
| 3Y | +161.0% | +214.2% | -53.3% | +78.9% |
| All | +111.4% | -30.2% | +141.7% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling