+381.8%
DAL vs RRC
+49.5%
+332.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.7% | -3.7% |
| 7D | +4.6% | -6.9% | +11.4% | +5.8% |
| 30D | +2.3% | +25.4% | -23.1% | -2.0% |
| 3M | -8.1% | +31.9% | -40.0% | -13.0% |
| 6M | +21.4% | +17.2% | +4.2% | +16.9% |
| YTD | +24.3% | +43.4% | -19.1% | +14.6% |
| 1Y | +47.4% | +36.7% | +10.6% | +36.8% |
| 3Y | +164.6% | +38.8% | +125.8% | +141.6% |
| 5Y | +100.2% | +118.3% | -18.0% | +61.9% |
| 10Y | +124.9% | +67.7% | +57.2% | +62.0% |
| All | +381.8% | +49.5% | +332.4% | +162.4% |
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