+381.8%
DAL vs ROL
+1,574.2%
-1,192.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.8% |
| 7D | +4.6% | +11.7% | -7.2% | -0.8% |
| 30D | +2.3% | +27.7% | -25.4% | -9.2% |
| 3M | -8.1% | +3.7% | -11.8% | -10.2% |
| 6M | +21.4% | -27.8% | +49.2% | +39.9% |
| YTD | +24.3% | -34.7% | +59.0% | +49.6% |
| 1Y | +47.4% | -34.1% | +81.5% | +76.4% |
| 3Y | +164.6% | +5.9% | +158.7% | +141.4% |
| 5Y | +100.2% | +15.6% | +84.6% | +68.8% |
| 10Y | +124.9% | +226.5% | -101.6% | -10.0% |
| All | +381.8% | +1,574.2% | -1,192.4% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling