+126.4%
DAL vs BG
+159.1%
-32.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -3.3% |
| 7D | +3.4% | +2.4% | +1.0% | +2.3% |
| 30D | -13.6% | +15.0% | -28.6% | -18.8% |
| 3M | +1.2% | -0.7% | +1.9% | +0.3% |
| 6M | +34.5% | +7.5% | +27.0% | +27.8% |
| YTD | +14.7% | +41.6% | -26.9% | -4.4% |
| 1Y | +29.2% | +50.7% | -21.4% | +3.8% |
| 3Y | +100.0% | +20.3% | +79.7% | +73.6% |
| 5Y | +106.3% | +85.2% | +21.1% | +36.9% |
| 10Y | +126.4% | +160.6% | -34.2% | +8.6% |
| All | +126.4% | +159.1% | -32.7% | +8.6% |
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