+629.6%
SPY vs DAL
+329.9%
+299.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | -13.9% | +14.0% | +3.0% |
| 3M | +2.0% | +1.1% | +0.9% | +1.5% |
| 6M | +13.0% | +26.2% | -13.2% | +7.2% |
| YTD | +13.5% | +16.4% | -2.9% | +9.1% |
| 1Y | +20.0% | +33.9% | -13.9% | +11.7% |
| 3Y | +77.2% | +93.4% | -16.2% | +49.4% |
| 5Y | +81.9% | +106.4% | -24.5% | +48.4% |
| 10Y | +314.1% | +143.0% | +171.1% | +209.0% |
| All | +629.6% | +329.9% | +299.7% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling