+600.1%
DAL vs URA
-53.7%
+653.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +0.9% | -2.6% |
| 7D | +4.6% | -13.3% | +17.8% | +9.5% |
| 30D | +2.3% | -25.9% | +28.2% | +12.8% |
| 3M | -8.1% | -27.8% | +19.7% | +1.8% |
| 6M | +21.4% | -42.8% | +64.3% | +44.0% |
| YTD | +24.3% | -27.5% | +51.8% | +33.6% |
| 1Y | +47.4% | -35.1% | +82.5% | +63.9% |
| 3Y | +164.6% | +31.1% | +133.6% | +119.2% |
| 5Y | +100.2% | +29.8% | +70.5% | +59.9% |
| 10Y | +124.9% | +265.1% | -140.2% | +15.0% |
| All | +600.1% | -53.7% | +653.8% | +454.9% |
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 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