+119.1%
DAL vs SPG
+83.5%
+35.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | +10.7% | +5.6% | +5.1% | +6.4% |
| 30D | +12.5% | +17.6% | -5.1% | -0.5% |
| 3M | +3.6% | +7.5% | -3.8% | -1.9% |
| 6M | +26.7% | +18.5% | +8.2% | +11.0% |
| YTD | +34.3% | +30.9% | +3.3% | +8.7% |
| 1Y | +59.1% | +34.1% | +25.0% | +26.4% |
| 3Y | +179.9% | +135.5% | +44.3% | +38.4% |
| 5Y | +119.1% | +86.5% | +32.6% | +31.2% |
| All | +119.1% | +83.5% | +35.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling