+161.0%
DAL vs SPYG
+91.6%
+69.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.6% |
| 7D | -1.1% | +2.3% | -3.4% | -3.5% |
| 30D | +12.8% | -6.5% | +19.3% | +21.1% |
| 3M | -5.3% | -6.8% | +1.6% | +2.2% |
| 6M | +22.4% | -3.1% | +25.5% | +26.1% |
| YTD | +25.6% | +8.0% | +17.6% | +14.4% |
| 1Y | +45.5% | +10.2% | +35.3% | +29.5% |
| 3Y | +161.0% | +91.0% | +70.0% | +38.3% |
| All | +161.0% | +91.6% | +69.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling