+392.2%
DAL vs BB
-80.4%
+472.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.3% | +1.2% |
| 7D | +8.8% | +3.8% | +5.0% | +7.9% |
| 30D | +5.4% | -0.3% | +5.7% | +5.1% |
| 3M | -4.9% | -0.5% | -4.5% | -5.8% |
| 6M | +19.8% | +45.9% | -26.1% | +7.2% |
| YTD | +27.0% | +130.6% | -103.6% | +2.1% |
| 1Y | +52.5% | +89.2% | -36.7% | +27.4% |
| 3Y | +173.8% | +137.5% | +36.3% | +107.1% |
| 5Y | +104.5% | -20.9% | +125.5% | +86.8% |
| 10Y | +129.7% | +25.4% | +104.3% | +49.0% |
| All | +392.2% | -80.4% | +472.6% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling