+122.8%
DAL vs BP
+131.5%
-8.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +8.8% | -11.6% | +20.4% | +15.0% |
| 30D | +5.4% | 0.0% | +5.3% | +4.4% |
| 3M | -4.9% | +6.7% | -11.7% | -9.5% |
| 6M | +19.8% | +2.2% | +17.7% | +14.5% |
| YTD | +27.0% | +33.0% | -6.0% | +2.6% |
| 1Y | +52.5% | +30.7% | +21.7% | +24.0% |
| 3Y | +173.8% | +44.2% | +129.7% | +104.1% |
| 5Y | +104.5% | +105.1% | -0.6% | +15.5% |
| All | +122.8% | +131.5% | -8.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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