+125.6%
DAL vs ROK
+270.1%
-144.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.8% |
| 7D | +10.7% | -11.0% | +21.7% | +18.4% |
| 30D | +12.5% | -8.2% | +20.7% | +17.8% |
| 3M | +3.6% | -8.5% | +12.1% | +8.5% |
| 6M | +26.7% | -12.0% | +38.7% | +35.3% |
| YTD | +34.3% | +3.1% | +31.2% | +28.4% |
| 1Y | +59.1% | +2.9% | +56.3% | +52.4% |
| 3Y | +179.9% | +60.7% | +119.2% | +92.0% |
| 5Y | +119.1% | +29.5% | +89.7% | +68.2% |
| 10Y | +125.6% | +262.6% | -137.0% | -12.2% |
| All | +125.6% | +270.1% | -144.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling