+118.4%
DAL vs SPY
+74.6%
+43.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.9% |
| 7D | +2.3% | -0.9% | +3.2% | +3.7% |
| 30D | +14.3% | -2.4% | +16.7% | +18.4% |
| 3M | +1.3% | -1.2% | +2.4% | +3.2% |
| 6M | +29.3% | +3.3% | +26.0% | +23.8% |
| YTD | +33.0% | +12.3% | +20.7% | +13.6% |
| 1Y | +59.8% | +12.4% | +47.4% | +36.4% |
| 3Y | +177.2% | +78.8% | +98.4% | +30.0% |
| 5Y | +118.4% | +75.2% | +43.2% | +5.8% |
| All | +118.4% | +74.6% | +43.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling