+104.3%
DAL vs BAH
+198.8%
-94.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +12.8% | +20.8% | -7.9% | +7.2% |
| 3M | -5.3% | +11.6% | -16.8% | -8.4% |
| 6M | +22.4% | +23.1% | -0.7% | +14.3% |
| YTD | +25.6% | +5.3% | +20.3% | +21.4% |
| 1Y | +45.5% | +6.1% | +39.4% | +40.0% |
| 3Y | +161.0% | -27.5% | +188.4% | +167.9% |
| 5Y | +112.2% | +6.2% | +106.0% | +82.9% |
| All | +104.3% | +198.8% | -94.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling