+128.1%
DAL vs RNG
+259.3%
-131.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.1% |
| 7D | +10.0% | -6.2% | +16.3% | +11.1% |
| 30D | +12.0% | -8.0% | +20.1% | +13.3% |
| 3M | +0.8% | +15.7% | -14.9% | -1.9% |
| 6M | +26.2% | +60.3% | -34.2% | +15.5% |
| YTD | +33.7% | +153.8% | -120.1% | +11.5% |
| 1Y | +57.6% | +172.2% | -114.6% | +29.8% |
| 3Y | +183.5% | +174.8% | +8.7% | +128.7% |
| 5Y | +114.2% | -68.6% | +182.8% | +100.3% |
| 10Y | +128.1% | +248.2% | -120.1% | +36.7% |
| All | +128.1% | +259.3% | -131.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling