+75.0%
SPY vs DAL
+168.1%
-93.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.2% |
| 7D | -2.7% | +8.8% | -11.5% | -4.6% |
| 30D | -5.4% | +5.4% | -10.8% | -6.6% |
| 3M | -4.1% | -4.9% | +0.8% | -3.2% |
| 6M | +0.7% | +19.8% | -19.1% | -4.0% |
| YTD | +8.7% | +27.0% | -18.3% | +1.6% |
| 1Y | +10.9% | +52.5% | -41.6% | -0.9% |
| 3Y | +75.0% | +173.8% | -98.9% | +28.5% |
| All | +75.0% | +168.1% | -93.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling