+115.9%
DAL vs RUN
-23.6%
+139.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.0% |
| 7D | +8.8% | +33.4% | -24.6% | +4.0% |
| 30D | +5.4% | +31.1% | -25.7% | +0.9% |
| 3M | -4.9% | +6.4% | -11.3% | -6.4% |
| 6M | +19.8% | -22.2% | +42.1% | +22.7% |
| YTD | +27.0% | -45.8% | +72.8% | +34.4% |
| 1Y | +52.5% | -51.1% | +103.6% | +62.7% |
| 3Y | +173.8% | -3.0% | +176.9% | +123.3% |
| 5Y | +104.5% | -82.2% | +186.8% | +102.2% |
| 10Y | +129.7% | +111.9% | +17.8% | +46.6% |
| All | +115.9% | -23.6% | +139.5% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling