+381.8%
DAL vs RVTY
+581.8%
-200.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.0% | -1.5% |
| 7D | +4.6% | -9.0% | +13.6% | +9.3% |
| 30D | +2.3% | -1.6% | +3.9% | +2.6% |
| 3M | -8.1% | +31.2% | -39.3% | -21.8% |
| 6M | +21.4% | +63.6% | -42.2% | -9.1% |
| YTD | +24.3% | +56.3% | -32.0% | -5.8% |
| 1Y | +47.4% | +63.3% | -16.0% | +8.9% |
| 3Y | +164.6% | +72.4% | +92.2% | +83.5% |
| 5Y | +100.2% | -9.6% | +109.8% | +86.9% |
| 10Y | +124.9% | +203.7% | -78.8% | -12.8% |
| All | +381.8% | +581.8% | -200.0% | +4.7% |
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