+392.2%
DAL vs ROK
+820.4%
-428.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +3.0% |
| 7D | +8.8% | -13.8% | +22.6% | +18.7% |
| 30D | +5.4% | -14.9% | +20.3% | +15.8% |
| 3M | -4.9% | -14.7% | +9.7% | +4.1% |
| 6M | +19.8% | -17.7% | +37.5% | +33.5% |
| YTD | +27.0% | -2.5% | +29.5% | +25.9% |
| 1Y | +52.5% | +2.3% | +50.2% | +46.5% |
| 3Y | +173.8% | +52.7% | +121.1% | +95.7% |
| 5Y | +104.5% | +20.5% | +84.0% | +64.7% |
| 10Y | +129.7% | +284.0% | -154.3% | -16.0% |
| All | +392.2% | +820.4% | -428.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling