+58.4%
DAL vs RNG
+169.5%
-111.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.2% |
| 7D | +10.0% | -6.2% | +16.3% | +10.6% |
| 30D | +12.0% | -8.0% | +20.1% | +12.7% |
| 3M | +0.8% | +15.7% | -14.9% | -0.5% |
| 6M | +26.2% | +60.3% | -34.2% | +21.0% |
| YTD | +33.7% | +153.8% | -120.1% | +19.9% |
| All | +58.4% | +169.5% | -111.0% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling