+234.8%
RCL vs DAL
+106.7%
+128.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -19.0% | -13.9% | -5.1% | -9.3% |
| 3M | -9.6% | +1.1% | -10.7% | -10.5% |
| 6M | -6.7% | +26.2% | -32.9% | -22.3% |
| YTD | -3.9% | +16.4% | -20.3% | -15.3% |
| 1Y | -25.1% | +33.9% | -58.9% | -41.3% |
| 3Y | +179.1% | +93.4% | +85.7% | +43.3% |
| All | +234.8% | +106.7% | +128.1% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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