+114.2%
DAL vs ROL
+16.0%
+98.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +4.8% |
| 7D | +10.0% | +7.5% | +2.5% | +8.1% |
| 30D | +12.0% | +21.1% | -9.1% | +6.9% |
| 3M | +0.8% | +3.1% | -2.4% | -0.1% |
| 6M | +26.2% | -27.4% | +53.6% | +36.3% |
| YTD | +33.7% | -34.7% | +68.4% | +48.2% |
| 1Y | +57.6% | -32.9% | +90.5% | +73.3% |
| 3Y | +183.5% | +6.1% | +177.3% | +162.7% |
| 5Y | +114.2% | +16.3% | +97.8% | +89.6% |
| All | +114.2% | +16.0% | +98.2% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling