+173.8%
DAL vs RNG
+154.7%
+19.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.7% |
| 7D | +8.8% | -11.3% | +20.1% | +11.3% |
| 30D | +5.4% | -5.7% | +11.1% | +6.3% |
| 3M | -4.9% | +16.8% | -21.7% | -8.4% |
| 6M | +19.8% | +58.5% | -38.6% | +7.1% |
| YTD | +27.0% | +151.3% | -124.3% | -2.2% |
| 1Y | +52.5% | +169.0% | -116.6% | +14.7% |
| 3Y | +173.8% | +156.9% | +16.9% | +96.6% |
| All | +173.8% | +154.7% | +19.2% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling