+128.1%
DAL vs ROK
+277.6%
-149.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +3.0% |
| 7D | +10.0% | -11.5% | +21.6% | +18.1% |
| 30D | +12.0% | -10.0% | +22.0% | +18.8% |
| 3M | +0.8% | -11.4% | +12.2% | +7.8% |
| 6M | +26.2% | -13.7% | +39.9% | +36.4% |
| YTD | +33.7% | +1.0% | +32.6% | +29.5% |
| 1Y | +57.6% | +5.6% | +51.9% | +48.1% |
| 3Y | +183.5% | +59.1% | +124.4% | +95.7% |
| 5Y | +114.2% | +26.1% | +88.1% | +67.3% |
| 10Y | +128.1% | +266.4% | -138.3% | -10.9% |
| All | +128.1% | +277.6% | -149.5% | -10.9% |
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