+109.9%
DAL vs AUR
-53.5%
+163.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.2% | +4.5% |
| 7D | +10.0% | +9.9% | +0.1% | +8.5% |
| 30D | +12.0% | -20.2% | +32.3% | +15.3% |
| 3M | +0.8% | -34.1% | +34.9% | +6.2% |
| 6M | +26.2% | -34.3% | +60.5% | +32.1% |
| YTD | +33.7% | +21.1% | +12.6% | +27.1% |
| 1Y | +57.6% | +7.6% | +49.9% | +52.1% |
| 3Y | +183.5% | +159.8% | +23.7% | +120.8% |
| 5Y | +114.2% | -53.9% | +168.0% | +77.6% |
| All | +109.9% | -53.5% | +163.4% | +66.0% |
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