+89.1%
DAL vs USAR
-26.7%
+115.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.5% | +5.2% | -3.9% |
| 7D | +4.6% | -29.5% | +34.0% | +6.2% |
| 30D | +2.3% | -46.0% | +48.3% | +5.0% |
| 3M | -8.1% | -56.8% | +48.7% | -4.8% |
| 6M | +21.4% | -72.9% | +94.4% | +27.3% |
| YTD | +24.3% | -37.6% | +62.0% | +26.6% |
| 1Y | +47.4% | -56.0% | +103.4% | +51.0% |
| 3Y | +164.6% | -27.5% | +192.2% | +181.6% |
| All | +89.1% | -26.7% | +115.8% | +91.4% |
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