+105.0%
DAL vs BR
+275.8%
-170.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | +9.1% | +13.7% | -4.6% | +1.8% |
| 3M | -3.5% | +13.8% | -17.3% | -10.5% |
| 6M | +23.4% | +29.7% | -6.3% | +5.3% |
| YTD | +26.0% | -12.6% | +38.7% | +33.3% |
| 1Y | +44.6% | -12.4% | +57.1% | +52.8% |
| 3Y | +162.7% | +14.1% | +148.6% | +133.4% |
| 5Y | +113.0% | +18.7% | +94.3% | +80.5% |
| All | +105.0% | +275.8% | -170.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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