+418.2%
DAL vs BBY
+316.0%
+102.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.7% | -1.4% | +2.2% |
| 7D | +10.0% | +10.5% | -0.5% | +5.2% |
| 30D | +12.0% | +22.1% | -10.1% | +2.1% |
| 3M | +0.8% | +31.0% | -30.2% | -11.5% |
| 6M | +26.2% | +83.2% | -57.0% | -6.4% |
| YTD | +33.7% | +65.1% | -31.4% | +3.4% |
| 1Y | +57.6% | +41.6% | +15.9% | +30.7% |
| 3Y | +183.5% | +95.6% | +87.9% | +96.6% |
| 5Y | +114.2% | +1.0% | +113.2% | +93.1% |
| 10Y | +128.1% | +296.9% | -168.8% | -1.3% |
| All | +418.2% | +316.0% | +102.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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