+103.4%
DAL vs USAR
-13.4%
+116.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +5.0% |
| 7D | +10.0% | -1.1% | +11.1% | +10.0% |
| 30D | +12.0% | -30.3% | +42.3% | +13.7% |
| 3M | +0.8% | -54.7% | +55.5% | +4.1% |
| 6M | +26.2% | -67.5% | +93.7% | +31.2% |
| YTD | +33.7% | -26.4% | +60.1% | +35.1% |
| 1Y | +57.6% | -49.5% | +107.1% | +60.3% |
| 3Y | +183.5% | -14.5% | +197.9% | +199.2% |
| All | +103.4% | -13.4% | +116.8% | +104.2% |
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