+122.8%
DAL vs URA
+278.3%
-155.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.6% |
| 7D | +8.8% | -4.1% | +12.9% | +10.3% |
| 30D | +5.4% | -19.0% | +24.4% | +13.3% |
| 3M | -4.9% | -25.1% | +20.2% | +4.6% |
| 6M | +19.8% | -44.5% | +64.3% | +45.2% |
| YTD | +27.0% | -24.3% | +51.3% | +34.6% |
| 1Y | +52.5% | -28.1% | +80.6% | +64.0% |
| 3Y | +173.8% | +40.7% | +133.2% | +114.2% |
| 5Y | +104.5% | +35.5% | +69.1% | +54.7% |
| All | +122.8% | +278.3% | -155.5% | -8.9% |
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