+104.3%
DAL vs BNY
+321.7%
-217.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -1.1% | +3.9% | -4.9% | -3.9% |
| 30D | +12.8% | +11.9% | +0.9% | +3.5% |
| 3M | -5.3% | -5.0% | -0.2% | -1.3% |
| 6M | +22.4% | +14.6% | +7.8% | +9.3% |
| YTD | +25.6% | +34.5% | -8.9% | -1.4% |
| 1Y | +45.5% | +40.6% | +4.9% | +10.4% |
| 3Y | +161.0% | +261.7% | -100.8% | -5.1% |
| 5Y | +112.2% | +192.3% | -80.1% | -10.4% |
| All | +104.3% | +321.7% | -217.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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