+351.3%
DAL vs BBY
+249.7%
+101.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.3% |
| 7D | +0.1% | +9.5% | -9.4% | -4.1% |
| 30D | -13.9% | +6.8% | -20.8% | -16.8% |
| 3M | +1.1% | +28.9% | -27.8% | -10.7% |
| 6M | +26.2% | +37.8% | -11.6% | +6.8% |
| YTD | +16.4% | +38.7% | -22.3% | -2.2% |
| 1Y | +33.9% | +23.7% | +10.2% | +18.0% |
| 3Y | +93.4% | +39.1% | +54.3% | +57.2% |
| 5Y | +106.4% | -0.4% | +106.8% | +87.3% |
| 10Y | +143.0% | +234.0% | -91.0% | +14.0% |
| All | +351.3% | +249.7% | +101.6% | +72.4% |
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