+102.9%
DAL vs RNG
-69.1%
+172.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +2.8% |
| 7D | +8.8% | -11.3% | +20.1% | +11.5% |
| 30D | +5.4% | -5.7% | +11.1% | +6.4% |
| 3M | -4.9% | +16.8% | -21.7% | -8.6% |
| 6M | +19.8% | +58.5% | -38.6% | +6.1% |
| YTD | +27.0% | +151.3% | -124.3% | -2.0% |
| 1Y | +52.5% | +169.0% | -116.6% | +15.6% |
| 3Y | +173.8% | +156.9% | +16.9% | +101.6% |
| All | +102.9% | -69.1% | +172.0% | +107.0% |
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