+145.3%
DAL vs BAH
+185.2%
-39.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | +0.1% | -3.2% | +3.4% | +1.0% |
| 30D | -13.9% | +2.0% | -15.9% | -14.6% |
| 3M | +1.1% | -7.6% | +8.7% | +2.7% |
| 6M | +26.2% | -5.7% | +31.9% | +26.7% |
| YTD | +16.4% | -11.7% | +28.2% | +18.4% |
| 1Y | +33.9% | -27.4% | +61.2% | +43.4% |
| 3Y | +93.4% | -32.5% | +125.9% | +100.2% |
| 5Y | +106.4% | -3.3% | +109.7% | +80.1% |
| All | +145.3% | +185.2% | -39.9% | +41.1% |
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