-6.7%
RCL vs DAL
+24.2%
-30.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -9.2% |
| 3M | -9.6% | +1.1% | -10.7% | -10.7% |
| 6M | -6.7% | +26.2% | -32.9% | -21.2% |
| All | -6.7% | +24.2% | -30.9% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling