+351.3%
DAL vs SPY
+631.4%
-280.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | +1.1% | +2.0% | -0.9% | -1.5% |
| 6M | +26.2% | +13.0% | +13.2% | +7.8% |
| YTD | +16.4% | +13.5% | +2.9% | -0.9% |
| 1Y | +33.9% | +20.0% | +13.9% | +6.0% |
| 3Y | +93.4% | +77.2% | +16.2% | -5.7% |
| 5Y | +106.4% | +81.9% | +24.5% | -1.6% |
| 10Y | +143.0% | +314.1% | -171.1% | -59.5% |
| All | +351.3% | +631.4% | -280.1% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling