+122.8%
DAL vs SPY
+312.9%
-190.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.7% |
| 7D | +8.8% | -2.7% | +11.5% | +13.0% |
| 30D | +5.4% | -5.4% | +10.8% | +13.7% |
| 3M | -4.9% | -4.1% | -0.8% | +0.8% |
| 6M | +19.8% | +0.7% | +19.1% | +19.2% |
| YTD | +27.0% | +8.7% | +18.3% | +14.7% |
| 1Y | +52.5% | +10.9% | +41.6% | +34.1% |
| 3Y | +173.8% | +75.0% | +98.9% | +36.4% |
| 5Y | +104.5% | +67.8% | +36.8% | +9.1% |
| All | +122.8% | +312.9% | -190.0% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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