+126.4%
DAL vs BTG
+139.8%
-13.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.3% |
| 7D | +3.4% | +4.8% | -1.4% | +3.0% |
| 30D | -13.6% | +8.3% | -21.9% | -14.2% |
| 3M | +1.2% | +32.3% | -31.1% | -1.5% |
| 6M | +34.5% | +3.0% | +31.5% | +33.2% |
| YTD | +14.7% | +21.9% | -7.2% | +11.7% |
| 1Y | +29.2% | +28.2% | +1.1% | +25.1% |
| 3Y | +100.0% | +99.9% | +0.1% | +84.9% |
| 5Y | +106.3% | +73.6% | +32.8% | +91.2% |
| 10Y | +126.4% | +136.5% | -10.1% | +108.1% |
| All | +126.4% | +139.8% | -13.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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