+334.3%
SPGI vs DAL
+136.2%
+198.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -0.5% |
| 7D | -0.9% | +10.0% | -10.9% | -3.0% |
| 30D | +15.5% | +12.0% | +3.5% | +12.5% |
| 3M | +15.7% | +0.8% | +14.9% | +15.1% |
| 6M | +19.1% | +26.2% | -7.1% | +12.0% |
| YTD | -4.1% | +33.7% | -37.7% | -11.6% |
| 1Y | +1.2% | +57.6% | -56.4% | -10.5% |
| 3Y | +31.6% | +183.5% | -151.9% | -3.5% |
| 5Y | +12.4% | +114.2% | -101.7% | -14.0% |
| 10Y | +334.3% | +128.1% | +206.2% | +210.6% |
| All | +334.3% | +136.2% | +198.1% | +210.6% |
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