+105.8%
DAL vs RUN
-80.5%
+186.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +0.1% | +1.3% | -1.1% | -0.1% |
| 30D | -13.9% | -15.3% | +1.3% | -12.2% |
| 3M | +1.1% | -40.0% | +41.1% | +7.4% |
| 6M | +26.2% | -27.0% | +53.2% | +30.3% |
| YTD | +16.4% | -51.7% | +68.1% | +25.0% |
| 1Y | +33.9% | -45.9% | +79.7% | +40.4% |
| 3Y | +93.4% | -43.8% | +137.1% | +73.8% |
| All | +105.8% | -80.5% | +186.3% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling