+88.7%
BAC vs DAL
+162.4%
-73.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.3% |
| 7D | -2.7% | +4.6% | -7.3% | -4.0% |
| 30D | -8.0% | +2.3% | -10.3% | -8.7% |
| 3M | -20.9% | -8.1% | -12.8% | -19.2% |
| 6M | -5.4% | +21.4% | -26.8% | -11.6% |
| YTD | -8.1% | +24.3% | -32.4% | -15.2% |
| 1Y | -3.1% | +47.4% | -50.5% | -15.3% |
| All | +88.7% | +162.4% | -73.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling