+351.3%
DAL vs BN
+543.0%
-191.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +0.1% | -2.5% | +2.6% | +2.0% |
| 30D | -13.9% | -9.5% | -4.4% | -7.2% |
| 3M | +1.1% | -10.4% | +11.5% | +9.7% |
| 6M | +26.2% | -6.4% | +32.6% | +32.3% |
| YTD | +16.4% | -11.9% | +28.3% | +27.3% |
| 1Y | +33.9% | -8.6% | +42.5% | +41.7% |
| 3Y | +93.4% | +77.6% | +15.8% | +21.9% |
| 5Y | +106.4% | +37.0% | +69.3% | +54.1% |
| 10Y | +143.0% | +266.4% | -123.4% | -13.1% |
| All | +351.3% | +543.0% | -191.8% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling