+381.8%
DAL vs ROP
+873.0%
-491.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | +4.6% | +9.2% | -4.6% | -1.6% |
| 30D | +2.3% | +35.5% | -33.2% | -17.7% |
| 3M | -8.1% | +24.4% | -32.5% | -22.2% |
| 6M | +21.4% | +38.0% | -16.6% | -6.4% |
| YTD | +24.3% | +11.1% | +13.2% | +10.5% |
| 1Y | +47.4% | +10.9% | +36.5% | +31.2% |
| 3Y | +164.6% | -0.5% | +165.1% | +152.8% |
| 5Y | +100.2% | +4.5% | +95.7% | +82.7% |
| 10Y | +124.9% | +207.5% | -82.6% | -14.2% |
| All | +381.8% | +873.0% | -491.2% | -22.5% |
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