+381.8%
DAL vs SPG
+380.7%
+1.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.8% |
| 7D | +4.6% | +5.0% | -0.5% | +1.6% |
| 30D | +2.3% | +12.3% | -10.0% | -4.6% |
| 3M | -8.1% | +1.9% | -10.0% | -9.1% |
| 6M | +21.4% | +14.4% | +7.0% | +11.7% |
| YTD | +24.3% | +26.5% | -2.2% | +7.4% |
| 1Y | +47.4% | +30.7% | +16.7% | +24.9% |
| 3Y | +164.6% | +122.6% | +42.0% | +60.7% |
| 5Y | +100.2% | +73.3% | +26.9% | +41.2% |
| 10Y | +124.9% | +111.1% | +13.8% | +24.8% |
| All | +381.8% | +380.7% | +1.1% | +34.1% |
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