+381.8%
DAL vs BAX
+18.3%
+363.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -2.9% |
| 7D | +4.6% | +9.1% | -4.6% | +0.4% |
| 30D | +2.3% | +5.3% | -3.0% | -0.5% |
| 3M | -8.1% | -6.1% | -2.0% | -5.9% |
| 6M | +21.4% | +53.3% | -31.9% | -2.2% |
| YTD | +24.3% | +34.4% | -10.1% | +4.6% |
| 1Y | +47.4% | +43.2% | +4.2% | +20.1% |
| 3Y | +164.6% | -20.1% | +184.8% | +171.9% |
| 5Y | +100.2% | -63.7% | +164.0% | +201.2% |
| 10Y | +124.9% | -36.3% | +161.2% | +111.4% |
| All | +381.8% | +18.3% | +363.6% | +183.5% |
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