+113.0%
DAL vs ROK
+32.5%
+80.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | +1.4% | +6.1% | -4.7% | -1.9% |
| 30D | +9.1% | -6.5% | +15.6% | +12.4% |
| 3M | -3.5% | -10.2% | +6.7% | +1.7% |
| 6M | +23.4% | -10.6% | +34.0% | +29.7% |
| YTD | +26.0% | +4.9% | +21.2% | +20.0% |
| 1Y | +44.6% | +3.8% | +40.8% | +38.6% |
| 3Y | +162.7% | +63.5% | +99.2% | +87.1% |
| 5Y | +113.0% | +30.9% | +82.0% | +54.2% |
| All | +113.0% | +32.5% | +80.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling