+121.4%
DAL vs ROL
+214.5%
-93.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | +0.8% | +1.6% | +2.1% |
| 30D | +14.3% | +20.6% | -6.3% | +8.7% |
| 3M | +1.3% | +4.5% | -3.2% | -0.1% |
| 6M | +29.3% | -26.5% | +55.8% | +39.7% |
| YTD | +33.0% | -34.8% | +67.8% | +48.2% |
| 1Y | +59.8% | -33.2% | +93.0% | +76.8% |
| 3Y | +177.2% | +4.5% | +172.7% | +163.7% |
| 5Y | +118.4% | +15.5% | +102.8% | +97.7% |
| 10Y | +121.4% | +217.2% | -95.8% | +2.5% |
| All | +121.4% | +214.5% | -93.1% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling