+100.3%
DAL vs RDW
-1.6%
+101.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +0.1% | -3.1% | +3.3% | +0.5% |
| 30D | -13.9% | -1.8% | -12.2% | -14.0% |
| 3M | +1.1% | -50.9% | +51.9% | +9.1% |
| 6M | +26.2% | +13.5% | +12.8% | +18.6% |
| YTD | +16.4% | +38.6% | -22.1% | +3.6% |
| 1Y | +33.9% | +28.3% | +5.6% | +18.2% |
| 3Y | +93.4% | +217.2% | -123.8% | +38.2% |
| 5Y | +106.4% | -14.0% | +120.3% | +55.0% |
| All | +100.3% | -1.6% | +101.9% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling