+101.5%
DAL vs BR
-1.3%
+102.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.9% |
| 7D | +0.1% | -5.3% | +5.4% | +1.9% |
| 30D | -13.9% | +6.4% | -20.4% | -16.0% |
| 3M | +1.1% | +13.6% | -12.6% | -3.9% |
| 6M | +26.2% | -6.7% | +32.9% | +30.2% |
| YTD | +16.4% | -21.1% | +37.5% | +32.1% |
| 1Y | +33.9% | -29.6% | +63.4% | +63.5% |
| All | +101.5% | -1.3% | +102.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling