+338.6%
SPGI vs DAL
+124.5%
+214.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -1.4% | +2.3% | -3.7% | -1.9% |
| 30D | +15.3% | +14.3% | +1.0% | +11.7% |
| 3M | +16.5% | +1.3% | +15.2% | +15.8% |
| 6M | +19.8% | +29.3% | -9.4% | +12.1% |
| YTD | -3.2% | +33.0% | -36.2% | -10.7% |
| 1Y | +1.8% | +59.8% | -58.1% | -10.3% |
| 3Y | +30.6% | +177.2% | -146.6% | -3.7% |
| 5Y | +16.0% | +118.4% | -102.3% | -11.7% |
| 10Y | +338.6% | +121.4% | +217.2% | +216.1% |
| All | +338.6% | +124.5% | +214.1% | +216.1% |
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