+351.3%
DAL vs SPG
+339.7%
+11.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | +0.1% | -2.4% | +2.5% | +1.6% |
| 30D | -13.9% | -6.8% | -7.1% | -10.1% |
| 3M | +1.1% | +2.7% | -1.6% | -0.7% |
| 6M | +26.2% | +5.5% | +20.8% | +22.1% |
| YTD | +16.4% | +15.7% | +0.7% | +6.2% |
| 1Y | +33.9% | +20.9% | +13.0% | +18.4% |
| 3Y | +93.4% | +112.4% | -19.0% | +20.7% |
| 5Y | +106.4% | +101.4% | +5.0% | +32.8% |
| 10Y | +143.0% | +60.6% | +82.3% | +58.3% |
| All | +351.3% | +339.7% | +11.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling