+102.9%
DAL vs ROST
+103.5%
-0.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.1% |
| 7D | +8.8% | +1.2% | +7.6% | +8.2% |
| 30D | +5.4% | +2.5% | +2.9% | +4.0% |
| 3M | -4.9% | -9.0% | +4.0% | -0.1% |
| 6M | +19.8% | +1.3% | +18.5% | +17.8% |
| YTD | +27.0% | +29.1% | -2.1% | +8.8% |
| 1Y | +52.5% | +45.4% | +7.0% | +22.1% |
| 3Y | +173.8% | +94.9% | +79.0% | +82.6% |
| All | +102.9% | +103.5% | -0.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling