+93.2%
DAL vs USAR
-18.7%
+111.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +1.7% |
| 7D | +8.8% | -14.5% | +23.3% | +9.5% |
| 30D | +5.4% | -37.8% | +43.2% | +7.5% |
| 3M | -4.9% | -52.8% | +47.8% | -2.0% |
| 6M | +19.8% | -71.2% | +91.1% | +25.2% |
| YTD | +27.0% | -30.9% | +57.9% | +28.7% |
| 1Y | +52.5% | -48.0% | +100.5% | +55.2% |
| 3Y | +173.8% | -19.7% | +193.5% | +190.0% |
| All | +93.2% | -18.7% | +111.9% | +94.6% |
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