+91.7%
DAL vs USAR
-20.3%
+112.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.9% | -5.1% |
| 7D | +1.4% | +8.8% | -7.4% | +1.0% |
| 30D | +9.1% | -28.5% | +37.5% | +10.5% |
| 3M | -3.5% | -56.2% | +52.7% | -0.2% |
| 6M | +23.4% | -68.4% | +91.8% | +28.5% |
| YTD | +26.0% | -32.2% | +58.2% | +27.8% |
| 1Y | +44.6% | -52.3% | +96.9% | +47.6% |
| 3Y | +162.7% | -21.2% | +183.9% | +178.3% |
| All | +91.7% | -20.3% | +112.0% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling