+403.7%
DAL vs RL
+493.9%
-90.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.5% | +2.7% | +4.6% |
| 7D | +11.1% | +5.8% | +5.3% | +7.7% |
| 30D | +7.7% | +12.7% | -5.0% | +0.7% |
| 3M | -3.5% | +9.3% | -12.9% | -8.6% |
| 6M | +31.3% | +16.9% | +14.4% | +18.8% |
| YTD | +30.0% | +17.5% | +12.5% | +17.1% |
| 1Y | +62.1% | +34.6% | +27.4% | +35.1% |
| 3Y | +176.6% | +273.2% | -96.6% | +25.3% |
| 5Y | +126.2% | +265.2% | -139.1% | +1.1% |
| 10Y | +135.1% | +406.7% | -271.6% | -22.7% |
| All | +403.7% | +493.9% | -90.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling