+128.1%
DAL vs SPG
+117.3%
+10.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.0% |
| 7D | +10.0% | +5.1% | +5.0% | +6.8% |
| 30D | +12.0% | +16.8% | -4.8% | +1.6% |
| 3M | +0.8% | +5.7% | -4.9% | -2.6% |
| 6M | +26.2% | +17.8% | +8.4% | +13.6% |
| YTD | +33.7% | +30.1% | +3.6% | +12.8% |
| 1Y | +57.6% | +32.8% | +24.8% | +31.3% |
| 3Y | +183.5% | +137.2% | +46.3% | +62.0% |
| 5Y | +114.2% | +81.5% | +32.7% | +43.5% |
| 10Y | +128.1% | +116.5% | +11.6% | +13.0% |
| All | +128.1% | +117.3% | +10.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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