+98.5%
DAL vs RRC
+31.1%
+67.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | -13.9% | +10.1% | -24.0% | -14.9% |
| 3M | +1.1% | +4.0% | -2.9% | +0.5% |
| 6M | +26.2% | +1.6% | +24.7% | +25.4% |
| YTD | +16.4% | +19.7% | -3.3% | +11.1% |
| 1Y | +33.9% | +21.4% | +12.4% | +26.1% |
| All | +98.5% | +31.1% | +67.4% | +84.6% |
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