+41.4%
DAL vs RVMD
+644.5%
-603.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | -13.9% | +6.4% | -20.4% | -15.1% |
| 3M | +1.1% | +34.9% | -33.8% | -5.0% |
| 6M | +26.2% | +107.6% | -81.3% | +7.1% |
| YTD | +16.4% | +163.7% | -147.3% | -7.5% |
| 1Y | +33.9% | +439.2% | -405.4% | -9.6% |
| 3Y | +93.4% | +499.2% | -405.8% | +21.7% |
| 5Y | +106.4% | +621.7% | -515.4% | +13.6% |
| All | +41.4% | +644.5% | -603.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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