+179.9%
DAL vs BAX
-15.3%
+195.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +10.7% | +3.6% | +7.1% | +9.5% |
| 30D | +12.5% | +8.5% | +4.0% | +9.1% |
| 3M | +3.6% | -4.9% | +8.5% | +5.2% |
| 6M | +26.7% | +47.0% | -20.3% | +9.6% |
| YTD | +34.3% | +38.4% | -4.2% | +16.7% |
| 1Y | +59.1% | +49.1% | +10.0% | +34.6% |
| 3Y | +179.9% | -14.9% | +194.7% | +167.1% |
| All | +179.9% | -15.3% | +195.2% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling