+351.3%
DAL vs RRC
+24.8%
+326.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -13.9% | +10.1% | -24.0% | -15.5% |
| 3M | +1.1% | +4.0% | -2.9% | 0.0% |
| 6M | +26.2% | +1.6% | +24.7% | +24.9% |
| YTD | +16.4% | +19.7% | -3.3% | +11.3% |
| 1Y | +33.9% | +21.4% | +12.4% | +27.1% |
| 3Y | +93.4% | +29.7% | +63.7% | +79.0% |
| 5Y | +106.4% | +153.9% | -47.5% | +62.3% |
| 10Y | +143.0% | +10.8% | +132.2% | +89.3% |
| All | +351.3% | +24.8% | +326.5% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling