+351.3%
DAL vs ROST
+3,227.9%
-2,876.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +0.1% | +0.9% | -0.8% | -0.5% |
| 30D | -13.9% | -8.9% | -5.0% | -8.5% |
| 3M | +1.1% | -0.8% | +1.9% | +1.0% |
| 6M | +26.2% | +8.5% | +17.8% | +18.2% |
| YTD | +16.4% | +28.6% | -12.2% | -3.4% |
| 1Y | +33.9% | +52.3% | -18.5% | -1.4% |
| 3Y | +93.4% | +94.8% | -1.5% | +18.0% |
| 5Y | +106.4% | +110.8% | -4.4% | +13.4% |
| 10Y | +143.0% | +304.5% | -161.6% | -21.4% |
| All | +351.3% | +3,227.9% | -2,876.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling