+381.8%
DAL vs BP
+82.9%
+299.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -3.5% |
| 7D | +4.6% | -11.2% | +15.8% | +9.8% |
| 30D | +2.3% | -0.7% | +3.0% | +1.8% |
| 3M | -8.1% | +9.8% | -17.9% | -13.2% |
| 6M | +21.4% | -1.6% | +23.0% | +18.5% |
| YTD | +24.3% | +33.5% | -9.2% | +3.4% |
| 1Y | +47.4% | +31.7% | +15.6% | +23.0% |
| 3Y | +164.6% | +45.1% | +119.5% | +106.0% |
| 5Y | +100.2% | +105.9% | -5.7% | +26.8% |
| 10Y | +124.9% | +134.4% | -9.5% | +27.8% |
| All | +381.8% | +82.9% | +299.0% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling