+125.0%
DAL vs BTSG
+493.4%
-368.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.1% | +6.0% | -7.1% | -2.7% |
| 30D | +12.8% | +12.4% | +0.4% | +8.8% |
| 3M | -5.3% | +18.2% | -23.5% | -10.4% |
| 6M | +22.4% | +26.0% | -3.7% | +12.0% |
| YTD | +25.6% | +90.1% | -64.5% | -0.3% |
| 1Y | +45.5% | +124.3% | -78.8% | +9.5% |
| All | +125.0% | +493.4% | -368.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling