+122.8%
DAL vs RUN
+102.4%
+20.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.0% |
| 7D | +8.8% | +33.4% | -24.6% | +3.6% |
| 30D | +5.4% | +31.1% | -25.7% | +0.5% |
| 3M | -4.9% | +6.4% | -11.3% | -6.5% |
| 6M | +19.8% | -22.2% | +42.1% | +23.0% |
| YTD | +27.0% | -45.8% | +72.8% | +35.1% |
| 1Y | +52.5% | -51.1% | +103.6% | +63.6% |
| 3Y | +173.8% | -3.0% | +176.9% | +116.0% |
| 5Y | +104.5% | -82.2% | +186.8% | +103.7% |
| All | +122.8% | +102.4% | +20.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling