+351.3%
DAL vs BNY
+487.7%
-136.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | -13.9% | +3.8% | -17.8% | -15.9% |
| 3M | +1.1% | +14.9% | -13.8% | -7.4% |
| 6M | +26.2% | +40.3% | -14.1% | +2.3% |
| YTD | +16.4% | +43.8% | -27.3% | -7.1% |
| 1Y | +33.9% | +58.9% | -25.0% | +0.6% |
| 3Y | +93.4% | +290.4% | -197.0% | -15.0% |
| 5Y | +106.4% | +250.1% | -143.7% | -4.0% |
| 10Y | +143.0% | +410.7% | -267.8% | -9.8% |
| All | +351.3% | +487.7% | -136.5% | +33.6% |
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