+132.2%
DAL vs BAX
-34.3%
+166.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +0.1% | -1.1% | +1.3% | +0.5% |
| 30D | -13.9% | -5.5% | -8.5% | -12.3% |
| 3M | +1.1% | +33.5% | -32.5% | -8.8% |
| 6M | +26.2% | +35.9% | -9.6% | +12.9% |
| YTD | +16.4% | +35.4% | -18.9% | +3.3% |
| 1Y | +33.9% | +9.8% | +24.1% | +26.4% |
| 3Y | +93.4% | -32.7% | +126.1% | +109.7% |
| 5Y | +106.4% | -65.6% | +171.9% | +177.2% |
| All | +132.2% | -34.3% | +166.5% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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