+632.0%
DAL vs URA
-51.1%
+683.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.5% |
| 7D | +11.1% | -10.5% | +21.6% | +15.1% |
| 30D | +7.7% | -18.6% | +26.4% | +15.1% |
| 3M | -3.5% | -23.0% | +19.5% | +4.6% |
| 6M | +31.3% | -40.3% | +71.6% | +53.5% |
| YTD | +30.0% | -23.5% | +53.4% | +37.2% |
| 1Y | +62.1% | -31.1% | +93.2% | +76.6% |
| 3Y | +176.6% | +38.3% | +138.3% | +125.1% |
| 5Y | +126.2% | +34.6% | +91.6% | +78.3% |
| 10Y | +135.1% | +285.4% | -150.3% | +18.0% |
| All | +632.0% | -51.1% | +683.0% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling