+145.3%
DAL vs BP
+123.0%
+22.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +0.1% | +3.9% | -3.8% | -1.9% |
| 30D | -13.9% | +7.6% | -21.5% | -17.4% |
| 3M | +1.1% | +0.7% | +0.4% | -0.9% |
| 6M | +26.2% | +15.5% | +10.8% | +12.8% |
| YTD | +16.4% | +30.8% | -14.4% | -3.9% |
| 1Y | +33.9% | +34.3% | -0.5% | +8.0% |
| 3Y | +93.4% | +35.1% | +58.3% | +50.7% |
| 5Y | +106.4% | +126.8% | -20.5% | +9.7% |
| All | +145.3% | +123.0% | +22.2% | +17.0% |
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