+118.1%
DAL vs CB
+254.3%
-136.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -3.9% |
| 7D | +4.6% | +2.6% | +2.0% | +2.9% |
| 30D | +2.3% | +11.2% | -8.9% | -4.9% |
| 3M | -8.1% | +5.7% | -13.8% | -11.7% |
| 6M | +21.4% | +15.9% | +5.5% | +8.2% |
| YTD | +24.3% | +20.2% | +4.2% | +7.2% |
| 1Y | +47.4% | +32.4% | +15.0% | +18.3% |
| 3Y | +164.6% | +75.5% | +89.1% | +65.2% |
| 5Y | +100.2% | +105.5% | -5.3% | +8.5% |
| All | +118.1% | +254.3% | -136.2% | -21.2% |
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