+102.3%
DAL vs USAR
-18.3%
+120.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +14.3% | -30.1% | +44.4% | +16.0% |
| 3M | +1.3% | -56.3% | +57.6% | +4.7% |
| 6M | +29.3% | -68.6% | +97.9% | +34.6% |
| YTD | +33.0% | -30.5% | +63.5% | +34.7% |
| 1Y | +59.8% | -53.5% | +113.3% | +63.1% |
| 3Y | +177.2% | -19.3% | +196.5% | +193.3% |
| All | +102.3% | -18.3% | +120.6% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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