+641.7%
BE vs DAL
+94.5%
+547.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | -13.4% | +10.7% | -24.1% | -18.3% |
| 30D | -33.9% | +12.5% | -46.4% | -38.1% |
| 3M | -12.0% | +3.6% | -15.6% | -13.3% |
| 6M | -29.0% | +26.7% | -55.7% | -37.9% |
| YTD | +113.4% | +34.3% | +79.1% | +79.9% |
| 1Y | +33.2% | +59.1% | -26.0% | +1.8% |
| 3Y | +1,659.2% | +179.9% | +1,479.3% | +781.4% |
| 5Y | +461.4% | +119.1% | +342.2% | +224.2% |
| All | +641.7% | +94.5% | +547.2% | +444.5% |
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