+59.1%
DAL vs ROST
+48.9%
+10.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +10.7% | +3.2% | +7.5% | +9.2% |
| 30D | +12.5% | +7.4% | +5.1% | +8.9% |
| 3M | +3.6% | -6.1% | +9.7% | +6.3% |
| 6M | +26.7% | +6.2% | +20.5% | +22.7% |
| YTD | +34.3% | +33.4% | +0.8% | +13.4% |
| 1Y | +59.1% | +48.8% | +10.3% | +25.4% |
| All | +59.1% | +48.9% | +10.2% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling