+102.9%
DAL vs ROL
+13.1%
+89.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.7% |
| 7D | +8.8% | +9.5% | -0.7% | +6.4% |
| 30D | +5.4% | +22.9% | -17.5% | +0.2% |
| 3M | -4.9% | +3.5% | -8.5% | -5.9% |
| 6M | +19.8% | -29.4% | +49.2% | +30.3% |
| YTD | +27.0% | -36.1% | +63.0% | +41.5% |
| 1Y | +52.5% | -34.4% | +86.8% | +68.5% |
| 3Y | +173.8% | +4.0% | +169.8% | +155.0% |
| All | +102.9% | +13.1% | +89.8% | +80.5% |
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 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