+351.3%
DAL vs BG
+141.6%
+209.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | -13.9% | +12.0% | -26.0% | -18.0% |
| 3M | +1.1% | -7.7% | +8.8% | +3.2% |
| 6M | +26.2% | +4.5% | +21.8% | +21.7% |
| YTD | +16.4% | +35.7% | -19.3% | +0.4% |
| 1Y | +33.9% | +50.1% | -16.2% | +9.8% |
| 3Y | +93.4% | +12.6% | +80.8% | +74.7% |
| 5Y | +106.4% | +75.4% | +30.9% | +49.8% |
| 10Y | +143.0% | +150.5% | -7.5% | +43.7% |
| All | +351.3% | +141.6% | +209.7% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling