+31.8%
BA vs DAL
+127.0%
-95.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.8% |
| 7D | +1.1% | +8.8% | -7.7% | -4.1% |
| 30D | -7.9% | +5.4% | -13.3% | -11.4% |
| 3M | -25.3% | -4.9% | -20.4% | -23.8% |
| 6M | -24.6% | +19.8% | -44.4% | -33.5% |
| YTD | -20.1% | +27.0% | -47.1% | -33.5% |
| 1Y | -11.8% | +52.5% | -64.2% | -34.8% |
| 3Y | -10.1% | +173.8% | -184.0% | -60.1% |
| 5Y | -22.7% | +104.5% | -127.3% | -59.9% |
| All | +31.8% | +127.0% | -95.2% | -38.5% |
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