+122.8%
DAL vs ROST
+311.4%
-188.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.2% |
| 7D | +8.8% | +1.2% | +7.6% | +8.1% |
| 30D | +5.4% | +2.5% | +2.9% | +3.7% |
| 3M | -4.9% | -9.0% | +4.0% | +0.5% |
| 6M | +19.8% | +1.3% | +18.5% | +17.4% |
| YTD | +27.0% | +29.1% | -2.1% | +6.6% |
| 1Y | +52.5% | +45.4% | +7.0% | +18.6% |
| 3Y | +173.8% | +94.9% | +79.0% | +73.4% |
| 5Y | +104.5% | +104.0% | +0.6% | +20.9% |
| All | +122.8% | +311.4% | -188.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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