+79.6%
DAL vs AUR
-35.0%
+114.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.8% | +11.1% | -10.3% | -0.8% |
| 30D | -11.7% | -6.9% | -4.8% | -11.0% |
| 3M | -2.7% | +5.5% | -8.3% | -4.1% |
| 6M | +30.7% | +41.0% | -10.3% | +22.5% |
| YTD | +14.4% | +69.3% | -54.9% | +4.2% |
| 1Y | +31.2% | +14.0% | +17.2% | +25.7% |
| 3Y | +99.4% | +90.1% | +9.4% | +61.9% |
| 5Y | +98.6% | -34.4% | +133.0% | +51.0% |
| All | +79.6% | -35.0% | +114.6% | +36.0% |
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