+887.4%
RCL vs DAL
+359.0%
+528.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -0.6% |
| 7D | +3.9% | +4.6% | -0.6% | +1.4% |
| 30D | +11.8% | +2.3% | +9.4% | +10.3% |
| 3M | -0.8% | -8.1% | +7.2% | +3.9% |
| 6M | +23.6% | +21.4% | +2.2% | +10.5% |
| YTD | +17.6% | +24.3% | -6.7% | +3.4% |
| 1Y | +28.3% | +47.4% | -19.1% | +2.1% |
| 3Y | +261.4% | +164.6% | +96.8% | +96.1% |
| 5Y | +245.3% | +100.2% | +145.1% | +127.5% |
| 10Y | +381.8% | +124.9% | +256.9% | +225.5% |
| All | +887.4% | +359.0% | +528.4% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling