+129.3%
DAL vs BNY
+416.1%
-286.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -0.6% | -1.1% | +0.4% | +0.2% |
| 30D | -13.5% | +1.4% | -14.9% | -14.4% |
| 3M | +2.6% | +16.8% | -14.2% | -9.7% |
| 6M | +32.7% | +42.0% | -9.3% | +0.1% |
| YTD | +13.6% | +41.9% | -28.3% | -14.4% |
| 1Y | +28.8% | +59.2% | -30.4% | -11.2% |
| 3Y | +98.2% | +290.9% | -192.8% | -31.8% |
| 5Y | +105.9% | +259.0% | -153.1% | -26.0% |
| All | +129.3% | +416.1% | -286.8% | -41.0% |
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