+114.2%
DAL vs RRC
+111.3%
+2.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.2% |
| 7D | +10.0% | -10.3% | +20.4% | +11.9% |
| 30D | +12.0% | +19.5% | -7.4% | +8.5% |
| 3M | +0.8% | +27.9% | -27.1% | -3.7% |
| 6M | +26.2% | +21.2% | +5.0% | +21.1% |
| YTD | +33.7% | +39.6% | -5.9% | +23.7% |
| 1Y | +57.6% | +31.3% | +26.3% | +47.4% |
| 3Y | +183.5% | +51.9% | +131.5% | +153.5% |
| 5Y | +114.2% | +110.2% | +4.0% | +91.9% |
| All | +114.2% | +111.3% | +2.9% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling