+392.2%
DAL vs BR
+1,305.0%
-912.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.2% |
| 7D | +8.8% | +6.5% | +2.3% | +4.8% |
| 30D | +5.4% | +18.9% | -13.5% | -5.2% |
| 3M | -4.9% | +16.3% | -21.2% | -14.0% |
| 6M | +19.8% | +26.2% | -6.4% | +2.0% |
| YTD | +27.0% | -13.1% | +40.1% | +33.6% |
| 1Y | +52.5% | -10.5% | +62.9% | +57.3% |
| 3Y | +173.8% | +13.3% | +160.5% | +140.7% |
| 5Y | +104.5% | +19.9% | +84.6% | +69.8% |
| 10Y | +129.7% | +254.2% | -124.5% | -9.8% |
| All | +392.2% | +1,305.0% | -912.7% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling