+121.4%
DAL vs ROST
+321.2%
-199.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.6% |
| 7D | +2.3% | -1.8% | +4.1% | +3.5% |
| 30D | +14.3% | +6.8% | +7.5% | +9.7% |
| 3M | +1.3% | -4.0% | +5.3% | +3.7% |
| 6M | +29.3% | +12.9% | +16.4% | +18.5% |
| YTD | +33.0% | +34.7% | -1.8% | +8.7% |
| 1Y | +59.8% | +49.5% | +10.4% | +22.3% |
| 3Y | +177.2% | +101.5% | +75.7% | +72.0% |
| 5Y | +118.4% | +120.7% | -2.3% | +22.8% |
| 10Y | +121.4% | +317.8% | -196.4% | -5.4% |
| All | +121.4% | +321.2% | -199.8% | -5.4% |
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