+122.8%
DAL vs BAH
+220.7%
-97.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.3% |
| 7D | +8.8% | -3.5% | +12.3% | +9.8% |
| 30D | +5.4% | +24.3% | -18.9% | -0.8% |
| 3M | -4.9% | +16.3% | -21.3% | -9.2% |
| 6M | +19.8% | +13.6% | +6.3% | +14.4% |
| YTD | +27.0% | +3.5% | +23.5% | +23.3% |
| 1Y | +52.5% | +2.7% | +49.8% | +48.0% |
| 3Y | +173.8% | -26.6% | +200.4% | +179.1% |
| 5Y | +104.5% | +8.5% | +96.0% | +74.0% |
| All | +122.8% | +220.7% | -97.9% | +26.0% |
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 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