+128.1%
DAL vs BB
+33.0%
+95.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.2% | +4.2% |
| 7D | +10.0% | +15.0% | -4.9% | +7.1% |
| 30D | +12.0% | +3.5% | +8.6% | +10.9% |
| 3M | +0.8% | +2.7% | -1.9% | -0.6% |
| 6M | +26.2% | +44.7% | -18.6% | +13.8% |
| YTD | +33.7% | +143.3% | -109.6% | +7.6% |
| 1Y | +57.6% | +102.2% | -44.6% | +31.3% |
| 3Y | +183.5% | +156.1% | +27.4% | +114.6% |
| 5Y | +114.2% | -17.6% | +131.8% | +91.5% |
| 10Y | +128.1% | +29.0% | +99.2% | +42.6% |
| All | +128.1% | +33.0% | +95.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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