+173.8%
DAL vs RL
+240.1%
-66.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.9% |
| 7D | +8.8% | -4.2% | +12.9% | +11.5% |
| 30D | +5.4% | +4.3% | +1.1% | +3.0% |
| 3M | -4.9% | -4.6% | -0.3% | -2.7% |
| 6M | +19.8% | +1.7% | +18.1% | +17.4% |
| YTD | +27.0% | +7.3% | +19.6% | +20.3% |
| 1Y | +52.5% | +20.8% | +31.7% | +34.9% |
| 3Y | +173.8% | +247.0% | -73.1% | +47.3% |
| All | +173.8% | +240.1% | -66.2% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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