+119.1%
DAL vs RIG
+42.7%
+76.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +10.7% | -12.2% | +22.9% | +12.2% |
| 30D | +12.5% | -6.0% | +18.5% | +12.8% |
| 3M | +3.6% | -9.4% | +13.1% | +4.1% |
| 6M | +26.7% | -19.1% | +45.8% | +28.3% |
| YTD | +34.3% | +25.4% | +8.9% | +26.1% |
| 1Y | +59.1% | +23.3% | +35.8% | +49.6% |
| 3Y | +179.9% | -22.1% | +202.0% | +165.3% |
| 5Y | +119.1% | +50.1% | +69.0% | +81.2% |
| All | +119.1% | +42.7% | +76.4% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling