+392.2%
DAL vs BBY
+290.0%
+102.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.0% |
| 7D | +8.8% | +4.2% | +4.6% | +6.9% |
| 30D | +5.4% | +17.8% | -12.4% | -2.5% |
| 3M | -4.9% | +25.8% | -30.7% | -15.0% |
| 6M | +19.8% | +73.8% | -54.0% | -8.9% |
| YTD | +27.0% | +54.7% | -27.7% | +1.1% |
| 1Y | +52.5% | +33.4% | +19.1% | +30.0% |
| 3Y | +173.8% | +72.2% | +101.7% | +101.2% |
| 5Y | +104.5% | -2.5% | +107.0% | +87.4% |
| 10Y | +129.7% | +275.2% | -145.5% | +1.9% |
| All | +392.2% | +290.0% | +102.2% | +78.2% |
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