+62.1%
DAL vs ROL
-34.1%
+96.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +6.7% |
| 7D | +11.1% | +14.6% | -3.5% | +8.9% |
| 30D | +7.7% | +29.3% | -21.6% | +4.3% |
| 3M | -3.5% | +2.0% | -5.5% | -3.8% |
| 6M | +31.3% | -28.5% | +59.8% | +38.8% |
| YTD | +30.0% | -35.3% | +65.3% | +40.4% |
| 1Y | +62.1% | -34.7% | +96.8% | +73.4% |
| All | +62.1% | -34.1% | +96.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling