+110.8%
DAL vs AUR
-54.5%
+165.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +10.7% | +6.6% | +4.2% | +9.6% |
| 30D | +12.5% | -22.0% | +34.5% | +16.2% |
| 3M | +3.6% | -34.8% | +38.5% | +9.4% |
| 6M | +26.7% | -35.7% | +62.5% | +33.0% |
| YTD | +34.3% | +18.5% | +15.8% | +28.1% |
| 1Y | +59.1% | +4.4% | +54.8% | +54.3% |
| 3Y | +179.9% | +150.7% | +29.2% | +119.1% |
| 5Y | +119.1% | -53.6% | +172.7% | +77.7% |
| All | +110.8% | -54.5% | +165.3% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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