+100.2%
DAL vs ROL
+14.0%
+86.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | +4.6% | +11.7% | -7.2% | +1.8% |
| 30D | +2.3% | +27.7% | -25.4% | -3.6% |
| 3M | -8.1% | +3.7% | -11.8% | -9.0% |
| 6M | +21.4% | -27.8% | +49.2% | +31.3% |
| YTD | +24.3% | -34.7% | +59.0% | +37.8% |
| 1Y | +47.4% | -34.1% | +81.5% | +62.9% |
| 3Y | +164.6% | +5.9% | +158.7% | +145.5% |
| 5Y | +100.2% | +15.6% | +84.6% | +78.1% |
| All | +100.2% | +14.0% | +86.2% | +78.1% |
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