+62.1%
DAL vs BAH
+6.2%
+55.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +7.0% |
| 7D | +11.1% | +5.8% | +5.3% | +10.2% |
| 30D | +7.7% | +28.7% | -21.0% | +4.4% |
| 3M | -3.5% | +20.9% | -24.4% | -6.0% |
| 6M | +31.3% | +15.2% | +16.2% | +29.4% |
| YTD | +30.0% | +7.1% | +22.9% | +28.9% |
| 1Y | +62.1% | +6.4% | +55.7% | +63.0% |
| All | +62.1% | +6.2% | +55.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling