+45.5%
DAL vs BAH
+5.1%
+40.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +12.8% | +20.8% | -7.9% | +10.1% |
| 3M | -5.3% | +11.6% | -16.8% | -6.7% |
| 6M | +22.4% | +23.1% | -0.7% | +18.9% |
| YTD | +25.6% | +5.3% | +20.3% | +24.5% |
| 1Y | +45.5% | +6.1% | +39.4% | +42.7% |
| All | +45.5% | +5.1% | +40.4% | +42.7% |
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