+675.5%
BE vs DAL
+93.6%
+581.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.3% | +6.6% | +8.8% |
| 7D | -1.2% | +10.0% | -11.3% | -6.5% |
| 30D | -30.9% | +12.0% | -42.9% | -35.1% |
| 3M | -11.6% | +0.8% | -12.4% | -11.5% |
| 6M | -25.7% | +26.2% | -51.9% | -34.9% |
| YTD | +123.1% | +33.7% | +89.4% | +88.6% |
| 1Y | +43.4% | +57.6% | -14.2% | +10.3% |
| 3Y | +1,683.6% | +183.5% | +1,500.2% | +786.1% |
| 5Y | +465.4% | +114.2% | +351.2% | +230.8% |
| All | +675.5% | +93.6% | +581.9% | +470.9% |
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