+168.1%
DAL vs RRC
+40.4%
+127.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.7% | -4.0% |
| 7D | +4.6% | -6.9% | +11.4% | +5.3% |
| 30D | +2.3% | +25.4% | -23.1% | -0.3% |
| 3M | -8.1% | +31.9% | -40.0% | -11.1% |
| 6M | +21.4% | +17.2% | +4.2% | +19.2% |
| YTD | +24.3% | +43.4% | -19.1% | +15.6% |
| 1Y | +47.4% | +36.7% | +10.6% | +38.4% |
| All | +168.1% | +40.4% | +127.7% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling