+124.7%
DAL vs RRC
+60.0%
+64.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | +10.0% | -10.3% | +20.4% | +12.0% |
| 30D | +12.0% | +19.5% | -7.4% | +8.4% |
| 3M | +0.8% | +27.9% | -27.1% | -3.8% |
| 6M | +26.2% | +21.2% | +5.0% | +21.0% |
| YTD | +33.7% | +39.6% | -5.9% | +24.1% |
| 1Y | +57.6% | +31.3% | +26.3% | +47.7% |
| 3Y | +183.5% | +51.9% | +131.5% | +155.6% |
| 5Y | +114.2% | +110.2% | +4.0% | +75.7% |
| All | +124.7% | +60.0% | +64.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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