+111.4%
DAL vs RNG
-72.1%
+183.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -1.1% | +4.6% | -5.7% | -2.1% |
| 30D | +12.8% | +0.4% | +12.4% | +12.4% |
| 3M | -5.3% | +11.4% | -16.7% | -8.1% |
| 6M | +22.4% | +95.7% | -73.3% | +2.9% |
| YTD | +25.6% | +162.9% | -137.3% | -4.9% |
| 1Y | +45.5% | +180.3% | -134.8% | +8.2% |
| 3Y | +161.0% | +188.3% | -27.4% | +84.8% |
| All | +111.4% | -72.1% | +183.5% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling