+119.1%
DAL vs ROP
+0.5%
+118.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +10.7% | +0.2% | +10.5% | +10.6% |
| 30D | +12.5% | +30.3% | -17.8% | -2.0% |
| 3M | +3.6% | +17.8% | -14.1% | -5.3% |
| 6M | +26.7% | +38.9% | -12.2% | +4.0% |
| YTD | +34.3% | +7.6% | +26.7% | +29.7% |
| 1Y | +59.1% | +6.5% | +52.6% | +54.8% |
| 3Y | +179.9% | -6.3% | +186.1% | +196.4% |
| 5Y | +119.1% | +0.9% | +118.2% | +107.6% |
| All | +119.1% | +0.5% | +118.7% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling