+343.3%
SPGI vs DAL
+108.0%
+235.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +15.9% | +12.8% | +3.1% | +12.7% |
| 3M | +12.3% | -5.3% | +17.6% | +13.3% |
| 6M | +23.7% | +22.4% | +1.3% | +17.2% |
| YTD | -3.5% | +25.6% | -29.2% | -9.9% |
| 1Y | +0.4% | +45.5% | -45.1% | -9.6% |
| 3Y | +29.9% | +161.0% | -131.1% | -3.0% |
| 5Y | +15.2% | +112.2% | -97.0% | -11.9% |
| All | +343.3% | +108.0% | +235.3% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling