+33.9%
DAL vs ROP
-21.5%
+55.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.2% |
| 7D | +0.1% | -4.4% | +4.6% | +0.6% |
| 30D | -13.9% | +3.2% | -17.2% | -14.4% |
| 3M | +1.1% | +23.1% | -22.0% | -2.8% |
| 6M | +26.2% | +13.3% | +12.9% | +24.1% |
| YTD | +16.4% | -7.9% | +24.3% | +24.7% |
| 1Y | +33.9% | -22.1% | +55.9% | +53.4% |
| All | +33.9% | -21.5% | +55.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling