+128.1%
DAL vs ROP
+189.6%
-61.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.9% |
| 7D | +10.0% | -1.6% | +11.7% | +11.1% |
| 30D | +12.0% | +29.5% | -17.5% | -4.3% |
| 3M | +0.8% | +17.5% | -16.8% | -9.3% |
| 6M | +26.2% | +38.1% | -11.9% | +1.1% |
| YTD | +33.7% | +7.0% | +26.7% | +25.2% |
| 1Y | +57.6% | +6.5% | +51.1% | +48.0% |
| 3Y | +183.5% | -5.5% | +189.0% | +187.1% |
| 5Y | +114.2% | -0.4% | +114.6% | +107.2% |
| 10Y | +128.1% | +183.6% | -55.5% | +5.0% |
| All | +128.1% | +189.6% | -61.5% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling