+105.8%
DAL vs RIG
+60.3%
+45.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | -13.9% | +13.8% | -27.7% | -15.4% |
| 3M | +1.1% | -6.4% | +7.5% | +1.5% |
| 6M | +26.2% | -8.2% | +34.4% | +26.1% |
| YTD | +16.4% | +41.6% | -25.2% | +8.6% |
| 1Y | +33.9% | +88.7% | -54.9% | +18.9% |
| 3Y | +93.4% | -30.9% | +124.2% | +87.5% |
| All | +105.8% | +60.3% | +45.6% | +66.2% |
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