+596.1%
SPY vs DAL
+359.0%
+237.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.5% |
| 7D | -4.7% | +4.6% | -9.3% | -5.6% |
| 30D | -5.9% | +2.3% | -8.2% | -6.5% |
| 3M | -4.5% | -8.1% | +3.6% | -3.1% |
| 6M | +1.8% | +21.4% | -19.6% | -2.7% |
| YTD | +8.3% | +24.3% | -16.0% | +2.6% |
| 1Y | +9.3% | +47.4% | -38.0% | -0.1% |
| 3Y | +74.9% | +164.6% | -89.8% | +38.5% |
| 5Y | +67.3% | +100.2% | -33.0% | +37.3% |
| 10Y | +311.6% | +124.9% | +186.7% | +210.6% |
| All | +596.1% | +359.0% | +237.0% | +268.5% |
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 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