+113.0%
DAL vs ROL
+13.5%
+99.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.8% | -4.9% |
| 7D | +1.4% | -1.7% | +3.1% | +1.8% |
| 30D | +9.1% | +18.5% | -9.4% | +4.7% |
| 3M | -3.5% | +4.3% | -7.8% | -4.6% |
| 6M | +23.4% | -27.7% | +51.1% | +33.4% |
| YTD | +26.0% | -35.8% | +61.8% | +40.4% |
| 1Y | +44.6% | -34.1% | +78.7% | +59.9% |
| 3Y | +162.7% | +2.9% | +159.8% | +145.6% |
| 5Y | +113.0% | +12.7% | +100.3% | +90.7% |
| All | +113.0% | +13.5% | +99.5% | +90.7% |
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