+161.0%
DAL vs BTG
+82.1%
+78.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.1% | -9.1% | +8.0% | +0.1% |
| 30D | +12.8% | -1.6% | +14.4% | +12.9% |
| 3M | -5.3% | -2.8% | -2.5% | -5.1% |
| 6M | +22.4% | -7.6% | +30.0% | +22.6% |
| YTD | +25.6% | +10.2% | +15.4% | +22.4% |
| 1Y | +45.5% | +21.3% | +24.2% | +40.3% |
| 3Y | +161.0% | +82.7% | +78.3% | +139.0% |
| All | +161.0% | +82.1% | +78.9% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling