+420.5%
DAL vs RSG
+1,230.0%
-809.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +10.7% | +2.0% | +8.8% | +9.2% |
| 30D | +12.5% | +14.2% | -1.7% | +2.1% |
| 3M | +3.6% | +15.8% | -12.1% | -7.2% |
| 6M | +26.7% | +24.6% | +2.2% | +6.3% |
| YTD | +34.3% | +18.2% | +16.0% | +15.6% |
| 1Y | +59.1% | +22.8% | +36.4% | +32.8% |
| 3Y | +179.9% | +62.4% | +117.5% | +83.3% |
| 5Y | +119.1% | +96.0% | +23.1% | +20.8% |
| 10Y | +125.6% | +448.5% | -322.9% | -44.7% |
| All | +420.5% | +1,230.0% | -809.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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