+161.0%
DAL vs BNY
+262.4%
-101.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.7% |
| 7D | -1.1% | +3.9% | -4.9% | -4.1% |
| 30D | +12.8% | +11.9% | +0.9% | +3.1% |
| 3M | -5.3% | -5.0% | -0.2% | -1.2% |
| 6M | +22.4% | +14.6% | +7.8% | +8.0% |
| YTD | +25.6% | +34.5% | -8.9% | -4.3% |
| 1Y | +45.5% | +40.6% | +4.9% | +6.7% |
| 3Y | +161.0% | +261.7% | -100.8% | +13.9% |
| All | +161.0% | +262.4% | -101.4% | +13.9% |
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