+122.8%
DAL vs RRC
+59.4%
+63.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +8.8% | -10.8% | +19.6% | +10.8% |
| 30D | +5.4% | +22.3% | -16.9% | +1.5% |
| 3M | -4.9% | +26.6% | -31.5% | -9.1% |
| 6M | +19.8% | +18.9% | +0.9% | +15.3% |
| YTD | +27.0% | +39.2% | -12.2% | +18.0% |
| 1Y | +52.5% | +34.0% | +18.5% | +42.4% |
| 3Y | +173.8% | +42.0% | +131.8% | +149.7% |
| 5Y | +104.5% | +111.9% | -7.3% | +67.7% |
| All | +122.8% | +59.4% | +63.4% | +46.8% |
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