+392.2%
DAL vs BAX
+18.9%
+373.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.9% |
| 7D | +8.8% | +12.1% | -3.3% | +3.2% |
| 30D | +5.4% | +7.6% | -2.2% | +1.5% |
| 3M | -4.9% | -4.5% | -0.5% | -3.5% |
| 6M | +19.8% | +52.0% | -32.2% | -3.1% |
| YTD | +27.0% | +35.1% | -8.2% | +6.6% |
| 1Y | +52.5% | +43.7% | +8.7% | +24.1% |
| 3Y | +173.8% | -20.9% | +194.8% | +183.0% |
| 5Y | +104.5% | -63.5% | +168.1% | +206.9% |
| 10Y | +129.7% | -36.0% | +165.7% | +115.4% |
| All | +392.2% | +18.9% | +373.3% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling