+161.0%
DAL vs BB
+147.9%
+13.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | +12.8% | +8.1% | +4.7% | +10.7% |
| 3M | -5.3% | -1.0% | -4.3% | -5.9% |
| 6M | +22.4% | +45.9% | -23.5% | +8.9% |
| YTD | +25.6% | +134.8% | -109.2% | -1.1% |
| 1Y | +45.5% | +104.6% | -59.1% | +17.9% |
| 3Y | +161.0% | +152.8% | +8.1% | +86.7% |
| All | +161.0% | +147.9% | +13.0% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling