+145.3%
DAL vs URA
+359.3%
-214.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -13.9% | +7.4% | -21.3% | -16.3% |
| 3M | +1.1% | -8.4% | +9.5% | +3.3% |
| 6M | +26.2% | -12.7% | +39.0% | +30.1% |
| YTD | +16.4% | +7.8% | +8.6% | +9.4% |
| 1Y | +33.9% | +19.5% | +14.4% | +18.8% |
| 3Y | +93.4% | +116.4% | -23.0% | +29.5% |
| 5Y | +106.4% | +134.3% | -27.9% | +24.4% |
| All | +145.3% | +359.3% | -214.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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