+351.3%
DAL vs RVTY
+488.4%
-137.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | -13.9% | +13.2% | -27.1% | -19.7% |
| 3M | +1.1% | +27.2% | -26.2% | -12.0% |
| 6M | +26.2% | +32.4% | -6.2% | +6.7% |
| YTD | +16.4% | +34.9% | -18.4% | -3.3% |
| 1Y | +33.9% | +52.4% | -18.5% | +3.3% |
| 3Y | +93.4% | +12.3% | +81.1% | +69.3% |
| 5Y | +106.4% | -30.8% | +137.2% | +125.4% |
| 10Y | +143.0% | +150.7% | -7.7% | +6.2% |
| All | +351.3% | +488.4% | -137.1% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling