+98.5%
DAL vs ROL
-4.8%
+103.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | -1.4% | +1.6% | +0.3% |
| 30D | -13.9% | -4.1% | -9.8% | -13.4% |
| 3M | +1.1% | -22.5% | +23.6% | +4.8% |
| 6M | +26.2% | -37.7% | +63.9% | +35.5% |
| YTD | +16.4% | -39.6% | +56.0% | +25.5% |
| 1Y | +33.9% | -36.0% | +69.9% | +42.7% |
| All | +98.5% | -4.8% | +103.3% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling