+82.8%
DAL vs AUR
-36.6%
+119.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +0.1% | +8.7% | -8.6% | -1.1% |
| 30D | -13.9% | -5.2% | -8.7% | -13.5% |
| 3M | +1.1% | -7.3% | +8.4% | +1.5% |
| 6M | +26.2% | +41.2% | -15.0% | +18.4% |
| YTD | +16.4% | +65.1% | -48.7% | +6.4% |
| 1Y | +33.9% | +13.4% | +20.4% | +28.4% |
| 3Y | +93.4% | +98.1% | -4.7% | +55.8% |
| 5Y | +106.4% | -36.0% | +142.4% | +57.5% |
| All | +82.8% | -36.6% | +119.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling