+388.6%
DAL vs BNY
+447.6%
-59.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.3% |
| 7D | +1.4% | +3.6% | -2.2% | -0.7% |
| 30D | +9.1% | +8.8% | +0.3% | +3.8% |
| 3M | -3.5% | -5.8% | +2.3% | +0.2% |
| 6M | +23.4% | +15.5% | +7.9% | +12.7% |
| YTD | +26.0% | +33.9% | -7.9% | +5.1% |
| 1Y | +44.6% | +38.0% | +6.6% | +18.6% |
| 3Y | +162.7% | +258.2% | -95.5% | +21.8% |
| 5Y | +113.0% | +191.1% | -78.1% | +10.9% |
| 10Y | +109.8% | +322.3% | -212.4% | -13.1% |
| All | +388.6% | +447.6% | -59.0% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling