+102.9%
DAL vs BG
+21.4%
+81.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +8.8% | +2.5% | +6.3% | +8.1% |
| 30D | +5.4% | -6.1% | +11.5% | +6.7% |
| 3M | -4.9% | -8.5% | +3.6% | -3.6% |
| 6M | +19.8% | -20.4% | +40.3% | +25.5% |
| YTD | +27.0% | +13.3% | +13.7% | +17.8% |
| 1Y | +52.5% | +7.3% | +45.2% | +43.9% |
| 3Y | +173.8% | +2.6% | +171.3% | +154.0% |
| All | +102.9% | +21.4% | +81.5% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling