+114.2%
DAL vs BAH
+9.2%
+104.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +5.0% |
| 7D | +10.0% | -1.5% | +11.5% | +10.3% |
| 30D | +12.0% | +17.3% | -5.2% | +9.2% |
| 3M | +0.8% | +14.9% | -14.1% | -1.6% |
| 6M | +26.2% | +14.2% | +11.9% | +22.9% |
| YTD | +33.7% | +5.1% | +28.6% | +31.5% |
| 1Y | +57.6% | +2.1% | +55.5% | +55.6% |
| 3Y | +183.5% | -26.0% | +209.5% | +184.9% |
| 5Y | +114.2% | +9.0% | +105.2% | +96.5% |
| All | +114.2% | +9.2% | +104.9% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling