+173.8%
DAL vs RIG
-24.1%
+197.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.9% |
| 7D | +8.8% | -24.5% | +33.3% | +11.4% |
| 30D | +5.4% | -2.8% | +8.2% | +5.1% |
| 3M | -4.9% | +1.6% | -6.5% | -6.0% |
| 6M | +19.8% | -15.9% | +35.7% | +20.5% |
| YTD | +27.0% | +26.9% | +0.1% | +17.4% |
| 1Y | +52.5% | +34.4% | +18.1% | +39.2% |
| 3Y | +173.8% | -21.2% | +195.1% | +149.7% |
| All | +173.8% | -24.1% | +197.9% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling