+381.8%
DAL vs BN
+567.4%
-185.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.0% |
| 7D | +4.6% | +5.7% | -1.2% | +0.3% |
| 30D | +2.3% | +12.0% | -9.7% | -6.0% |
| 3M | -8.1% | -6.1% | -2.0% | -3.6% |
| 6M | +21.4% | -8.6% | +30.0% | +29.7% |
| YTD | +24.3% | -8.5% | +32.8% | +32.2% |
| 1Y | +47.4% | -8.4% | +55.8% | +56.4% |
| 3Y | +164.6% | +92.3% | +72.4% | +58.5% |
| 5Y | +100.2% | +31.3% | +68.9% | +55.2% |
| 10Y | +124.9% | +280.5% | -155.6% | -21.7% |
| All | +381.8% | +567.4% | -185.5% | -12.3% |
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 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