+351.3%
DAL vs ROP
+707.2%
-355.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +4.3% |
| 7D | +0.1% | -4.4% | +4.6% | +3.2% |
| 30D | -13.9% | +3.2% | -17.2% | -16.2% |
| 3M | +1.1% | +23.1% | -22.0% | -14.3% |
| 6M | +26.2% | +13.3% | +12.9% | +12.1% |
| YTD | +16.4% | -7.9% | +24.3% | +19.0% |
| 1Y | +33.9% | -22.1% | +55.9% | +54.3% |
| 3Y | +93.4% | -16.8% | +110.2% | +111.3% |
| 5Y | +106.4% | -13.5% | +119.9% | +116.1% |
| 10Y | +143.0% | +137.7% | +5.3% | +12.4% |
| All | +351.3% | +707.2% | -355.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling