+105.8%
DAL vs RVTY
-30.5%
+136.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -13.9% | +13.2% | -27.1% | -18.3% |
| 3M | +1.1% | +27.2% | -26.2% | -8.9% |
| 6M | +26.2% | +32.4% | -6.2% | +11.3% |
| YTD | +16.4% | +34.9% | -18.4% | +1.4% |
| 1Y | +33.9% | +52.4% | -18.5% | +10.5% |
| 3Y | +93.4% | +12.3% | +81.1% | +75.3% |
| All | +105.8% | -30.5% | +136.4% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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