+99.3%
DAL vs BNY
+286.7%
-187.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.5% |
| 30D | -11.7% | +1.9% | -13.7% | -13.1% |
| 3M | -2.7% | +13.9% | -16.6% | -13.4% |
| 6M | +30.7% | +42.3% | -11.7% | -4.6% |
| YTD | +14.4% | +41.8% | -27.5% | -16.5% |
| 1Y | +31.2% | +57.9% | -26.7% | -12.9% |
| All | +99.3% | +286.7% | -187.3% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling