+113.0%
DAL vs RUN
-85.5%
+198.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +0.8% | -4.4% |
| 7D | +1.4% | -13.7% | +15.1% | +3.3% |
| 30D | +9.1% | +9.4% | -0.3% | +7.3% |
| 3M | -3.5% | -13.4% | +9.9% | -2.3% |
| 6M | +23.4% | -39.6% | +62.9% | +30.3% |
| YTD | +26.0% | -53.7% | +79.7% | +35.5% |
| 1Y | +44.6% | -56.2% | +100.8% | +56.1% |
| 3Y | +162.7% | -9.7% | +172.5% | +115.8% |
| 5Y | +113.0% | -85.5% | +198.5% | +141.8% |
| All | +113.0% | -85.5% | +198.5% | +141.8% |
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