+161.0%
DAL vs USAR
-20.4%
+181.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | +12.8% | -20.9% | +33.8% | +13.8% |
| 3M | -5.3% | -56.2% | +50.9% | -2.1% |
| 6M | +22.4% | -67.9% | +90.3% | +27.3% |
| YTD | +25.6% | -31.4% | +57.0% | +27.3% |
| 1Y | +45.5% | -45.1% | +90.6% | +48.0% |
| 3Y | +161.0% | -20.3% | +181.3% | +176.7% |
| All | +161.0% | -20.4% | +181.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling