+304.8%
SPY vs DAL
+128.3%
+176.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.6% | +10.7% | -11.3% | -3.1% |
| 30D | -3.7% | +12.5% | -16.2% | -6.6% |
| 3M | -2.7% | +3.6% | -6.4% | -3.9% |
| 6M | +2.2% | +26.7% | -24.6% | -4.4% |
| YTD | +10.8% | +34.3% | -23.4% | +1.6% |
| 1Y | +11.2% | +59.1% | -47.9% | -2.5% |
| 3Y | +76.5% | +179.9% | -103.4% | +28.9% |
| 5Y | +72.9% | +119.1% | -46.2% | +30.6% |
| 10Y | +304.8% | +125.6% | +179.2% | +195.2% |
| All | +304.8% | +128.3% | +176.6% | +195.2% |
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