+128.1%
DAL vs BN
+289.4%
-161.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.4% | +2.3% |
| 7D | +10.0% | +3.6% | +6.4% | +7.1% |
| 30D | +12.0% | +15.9% | -3.8% | 0.0% |
| 3M | +0.8% | -2.3% | +3.1% | +2.7% |
| 6M | +26.2% | -8.4% | +34.6% | +34.9% |
| YTD | +33.7% | -5.9% | +39.6% | +39.3% |
| 1Y | +57.6% | -5.6% | +63.2% | +63.5% |
| 3Y | +183.5% | +104.2% | +79.3% | +57.9% |
| 5Y | +114.2% | +35.5% | +78.7% | +61.2% |
| 10Y | +128.1% | +285.2% | -157.1% | -16.3% |
| All | +128.1% | +289.4% | -161.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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