+122.8%
DAL vs CB
+248.0%
-125.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.4% |
| 7D | +8.8% | +0.2% | +8.5% | +8.7% |
| 30D | +5.4% | +9.1% | -3.7% | -0.7% |
| 3M | -4.9% | +3.4% | -8.3% | -7.3% |
| 6M | +19.8% | +14.1% | +5.8% | +7.9% |
| YTD | +27.0% | +18.0% | +9.0% | +10.8% |
| 1Y | +52.5% | +30.1% | +22.3% | +23.7% |
| 3Y | +173.8% | +71.8% | +102.1% | +73.5% |
| 5Y | +104.5% | +101.8% | +2.7% | +12.2% |
| All | +122.8% | +248.0% | -125.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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