+122.8%
DAL vs UL
+96.4%
+26.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.0% |
| 7D | +8.8% | +1.1% | +7.7% | +8.4% |
| 30D | +5.4% | +8.2% | -2.8% | +2.4% |
| 3M | -4.9% | +4.5% | -9.5% | -6.6% |
| 6M | +19.8% | +12.6% | +7.3% | +14.4% |
| YTD | +27.0% | +3.5% | +23.5% | +24.3% |
| 1Y | +52.5% | -0.4% | +52.9% | +51.1% |
| 3Y | +173.8% | +36.0% | +137.9% | +136.5% |
| 5Y | +104.5% | +30.9% | +73.6% | +76.5% |
| All | +122.8% | +96.4% | +26.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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