+105.0%
DAL vs BG
+107.5%
-2.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +9.1% | -7.0% | +16.1% | +12.1% |
| 3M | -3.5% | -10.0% | +6.5% | -0.3% |
| 6M | +23.4% | -19.8% | +43.2% | +32.4% |
| YTD | +26.0% | +14.3% | +11.8% | +13.8% |
| 1Y | +44.6% | +6.5% | +38.2% | +34.8% |
| 3Y | +162.7% | +4.4% | +158.3% | +139.2% |
| 5Y | +113.0% | +20.2% | +92.8% | +72.3% |
| All | +105.0% | +107.5% | -2.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling