+103.4%
DAL vs URA
+25.3%
+78.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.7% |
| 7D | +8.8% | -4.1% | +12.9% | +10.2% |
| 30D | +5.4% | -19.0% | +24.4% | +12.6% |
| 3M | -4.9% | -25.1% | +20.2% | +3.7% |
| 6M | +19.8% | -44.5% | +64.3% | +42.8% |
| YTD | +27.0% | -24.3% | +51.3% | +33.7% |
| 1Y | +52.5% | -28.1% | +80.6% | +62.7% |
| 3Y | +173.8% | +40.7% | +133.2% | +113.8% |
| All | +103.4% | +25.3% | +78.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling