+295.6%
DAL vs RNG
+327.7%
-32.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.4% |
| 7D | +0.1% | +5.8% | -5.7% | -0.8% |
| 30D | -13.9% | +19.6% | -33.5% | -16.5% |
| 3M | +1.1% | +67.0% | -65.9% | -7.8% |
| 6M | +26.2% | +88.4% | -62.1% | +11.7% |
| YTD | +16.4% | +155.5% | -139.1% | -3.3% |
| 1Y | +33.9% | +141.7% | -107.8% | +12.0% |
| 3Y | +93.4% | +131.1% | -37.7% | +58.9% |
| 5Y | +106.4% | -70.6% | +176.9% | +104.3% |
| 10Y | +143.0% | +228.2% | -85.3% | +42.3% |
| All | +295.6% | +327.7% | -32.2% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling