+381.8%
DAL vs SPY
+597.8%
-216.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | +1.6% |
| 7D | +4.6% | -4.7% | +9.3% | +11.6% |
| 30D | +2.3% | -5.9% | +8.2% | +11.1% |
| 3M | -8.1% | -4.5% | -3.6% | -2.0% |
| 6M | +21.4% | +1.8% | +19.6% | +19.1% |
| YTD | +24.3% | +8.3% | +16.0% | +12.9% |
| 1Y | +47.4% | +9.3% | +38.0% | +32.2% |
| 3Y | +164.6% | +74.9% | +89.8% | +31.6% |
| 5Y | +100.2% | +67.3% | +33.0% | +7.0% |
| 10Y | +124.9% | +311.6% | -186.7% | -62.1% |
| All | +381.8% | +597.8% | -216.0% | -52.4% |
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