+200.5%
B vs DAL
+136.2%
+64.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.8% |
| 7D | +11.3% | +10.0% | +1.3% | +10.6% |
| 30D | +2.9% | +12.0% | -9.1% | +2.1% |
| 3M | -2.9% | +0.8% | -3.6% | -3.0% |
| 6M | -1.2% | +26.2% | -27.4% | -2.7% |
| YTD | -1.3% | +33.7% | -35.0% | -3.3% |
| 1Y | +30.4% | +57.6% | -27.2% | +26.8% |
| 3Y | +195.3% | +183.5% | +11.8% | +179.4% |
| 5Y | +146.2% | +114.2% | +32.0% | +133.2% |
| 10Y | +200.5% | +128.1% | +72.3% | +195.7% |
| All | +200.5% | +136.2% | +64.3% | +195.7% |
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 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