+108.6%
DAL vs BTSG
+406.1%
-297.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | -13.9% | -3.6% | -10.3% | -13.2% |
| 3M | +1.1% | +5.8% | -4.7% | -2.0% |
| 6M | +26.2% | +44.7% | -18.5% | +9.9% |
| YTD | +16.4% | +62.2% | -45.7% | -2.7% |
| 1Y | +33.9% | +152.1% | -118.2% | -3.5% |
| All | +108.6% | +406.1% | -297.5% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling