+392.2%
DAL vs BNS
+368.0%
+24.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +8.8% | -2.2% | +11.0% | +11.0% |
| 30D | +5.4% | +5.1% | +0.3% | +1.2% |
| 3M | -4.9% | +4.7% | -9.7% | -8.8% |
| 6M | +19.8% | +19.0% | +0.8% | +3.1% |
| YTD | +27.0% | +28.2% | -1.2% | +2.6% |
| 1Y | +52.5% | +43.4% | +9.1% | +12.1% |
| 3Y | +173.8% | +143.1% | +30.8% | +28.5% |
| 5Y | +104.5% | +77.3% | +27.2% | +24.3% |
| 10Y | +129.7% | +183.5% | -53.7% | -2.1% |
| All | +392.2% | +368.0% | +24.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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