+381.8%
DAL vs BB
-81.2%
+463.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.1% | -3.4% |
| 7D | +4.6% | -8.9% | +13.5% | +6.5% |
| 30D | +2.3% | -12.6% | +14.9% | +4.8% |
| 3M | -8.1% | -4.1% | -4.0% | -8.2% |
| 6M | +21.4% | +49.5% | -28.0% | +8.0% |
| YTD | +24.3% | +120.8% | -96.5% | +0.9% |
| 1Y | +47.4% | +76.2% | -28.8% | +25.1% |
| 3Y | +164.6% | +123.8% | +40.8% | +102.7% |
| 5Y | +100.2% | -24.3% | +124.5% | +84.5% |
| 10Y | +124.9% | +20.1% | +104.8% | +47.2% |
| All | +381.8% | -81.2% | +463.1% | +394.6% |
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 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