+392.2%
DAL vs BG
+101.7%
+290.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +8.8% | +2.5% | +6.3% | +7.7% |
| 30D | +5.4% | -6.1% | +11.5% | +7.6% |
| 3M | -4.9% | -8.5% | +3.6% | -2.6% |
| 6M | +19.8% | -20.4% | +40.3% | +28.4% |
| YTD | +27.0% | +13.3% | +13.7% | +16.7% |
| 1Y | +52.5% | +7.3% | +45.2% | +43.2% |
| 3Y | +173.8% | +2.6% | +171.3% | +154.9% |
| 5Y | +104.5% | +22.0% | +82.6% | +71.6% |
| 10Y | +129.7% | +91.8% | +38.0% | +50.0% |
| All | +392.2% | +101.7% | +290.6% | +149.5% |
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