+126.4%
DAL vs UL
+65.6%
+60.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.9% |
| 30D | -13.6% | +0.9% | -14.5% | -13.9% |
| 3M | +1.2% | +14.2% | -13.0% | -3.7% |
| 6M | +34.5% | -3.2% | +37.7% | +35.4% |
| YTD | +14.7% | -0.3% | +15.0% | +13.9% |
| 1Y | +29.2% | -8.8% | +38.0% | +32.4% |
| 3Y | +100.0% | +23.9% | +76.1% | +79.2% |
| 5Y | +106.3% | +21.4% | +85.0% | +83.3% |
| 10Y | +126.4% | +66.7% | +59.7% | +108.2% |
| All | +126.4% | +65.6% | +60.8% | +108.2% |
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