+351.3%
DAL vs RIG
-93.0%
+444.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.3% |
| 7D | +0.1% | +0.9% | -0.7% | -0.1% |
| 30D | -13.9% | +13.8% | -27.7% | -16.1% |
| 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% | +6.5% |
| 1Y | +33.9% | +88.7% | -54.9% | +14.9% |
| 3Y | +93.4% | -30.9% | +124.2% | +91.2% |
| 5Y | +106.4% | +57.7% | +48.7% | +59.4% |
| 10Y | +143.0% | -39.3% | +182.2% | +60.5% |
| All | +351.3% | -93.0% | +444.3% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling