+121.4%
DAL vs BN
+281.2%
-159.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +4.4% |
| 30D | +14.3% | +13.5% | +0.8% | +3.6% |
| 3M | +1.3% | -5.9% | +7.2% | +6.3% |
| 6M | +29.3% | -8.9% | +38.2% | +38.8% |
| YTD | +33.0% | -7.9% | +40.9% | +40.9% |
| 1Y | +59.8% | -8.3% | +68.1% | +69.7% |
| 3Y | +177.2% | +100.8% | +76.4% | +56.0% |
| 5Y | +118.4% | +38.2% | +80.1% | +61.1% |
| 10Y | +121.4% | +302.3% | -180.9% | -23.7% |
| All | +121.4% | +281.2% | -159.8% | -23.7% |
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