+125.8%
DAL vs BTSG
+495.4%
-369.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.8% |
| 7D | +1.4% | +8.5% | -7.1% | -0.9% |
| 30D | +9.1% | +14.0% | -5.0% | +4.7% |
| 3M | -3.5% | +19.7% | -23.2% | -9.1% |
| 6M | +23.4% | +28.7% | -5.4% | +12.1% |
| YTD | +26.0% | +90.8% | -64.7% | 0.0% |
| 1Y | +44.6% | +112.4% | -67.8% | +10.7% |
| All | +125.8% | +495.4% | -369.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling