+125.6%
DAL vs BR
+271.1%
-145.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +10.7% | +5.0% | +5.7% | +7.8% |
| 30D | +12.5% | +16.6% | -4.1% | +3.6% |
| 3M | +3.6% | +12.0% | -8.3% | -3.0% |
| 6M | +26.7% | +30.7% | -4.0% | +7.7% |
| YTD | +34.3% | -11.9% | +46.2% | +41.4% |
| 1Y | +59.1% | -11.6% | +70.7% | +67.1% |
| 3Y | +179.9% | +15.0% | +164.9% | +147.5% |
| 5Y | +119.1% | +18.1% | +101.0% | +86.3% |
| 10Y | +125.6% | +278.6% | -153.0% | -6.8% |
| All | +125.6% | +271.1% | -145.5% | -6.8% |
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