-20.0%
RKT vs DAL
+256.1%
-276.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | +4.6% | +10.7% | -6.1% | +0.5% |
| 30D | +25.9% | +12.5% | +13.3% | +20.2% |
| 3M | +5.0% | +3.6% | +1.4% | +3.5% |
| 6M | -7.9% | +26.7% | -34.6% | -15.3% |
| YTD | -25.4% | +34.3% | -59.6% | -32.8% |
| 1Y | -15.4% | +59.1% | -74.5% | -28.0% |
| 3Y | +83.3% | +179.9% | -96.5% | +20.4% |
| 5Y | -0.8% | +119.1% | -119.9% | -31.8% |
| All | -20.0% | +256.1% | -276.1% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling