+105.4%
DAL vs BTSG
+421.3%
-315.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.4% |
| 7D | +3.4% | +5.7% | -2.4% | +1.6% |
| 30D | -13.6% | +0.2% | -13.8% | -13.9% |
| 3M | +1.2% | +5.6% | -4.4% | -1.8% |
| 6M | +34.5% | +50.8% | -16.3% | +15.6% |
| YTD | +14.7% | +67.0% | -52.4% | -5.0% |
| 1Y | +29.2% | +145.5% | -116.3% | -5.9% |
| All | +105.4% | +421.3% | -315.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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