+351.3%
DAL vs SPYG
+977.2%
-625.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.0% |
| 7D | +0.1% | +0.4% | -0.2% | -0.3% |
| 30D | -13.9% | -0.4% | -13.5% | -13.5% |
| 3M | +1.1% | +0.5% | +0.5% | -0.1% |
| 6M | +26.2% | +17.5% | +8.8% | +4.0% |
| YTD | +16.4% | +14.3% | +2.1% | -0.9% |
| 1Y | +33.9% | +21.7% | +12.1% | +5.6% |
| 3Y | +93.4% | +98.6% | -5.2% | -14.6% |
| 5Y | +106.4% | +85.1% | +21.2% | -2.3% |
| 10Y | +143.0% | +412.0% | -269.1% | -70.6% |
| All | +351.3% | +977.2% | -625.9% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling