+121.4%
DAL vs URA
+277.9%
-156.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.5% |
| 7D | +2.3% | +2.9% | -0.5% | +1.3% |
| 30D | +14.3% | -10.8% | +25.1% | +18.8% |
| 3M | +1.3% | -25.5% | +26.8% | +11.6% |
| 6M | +29.3% | -41.2% | +70.5% | +53.6% |
| YTD | +33.0% | -21.3% | +54.3% | +39.0% |
| 1Y | +59.8% | -25.7% | +85.6% | +70.0% |
| 3Y | +177.2% | +43.1% | +134.1% | +115.8% |
| 5Y | +118.4% | +35.6% | +82.8% | +65.6% |
| 10Y | +121.4% | +281.3% | -159.9% | -12.8% |
| All | +121.4% | +277.9% | -156.5% | -12.8% |
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