+125.6%
DAL vs UL
+106.3%
+19.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +10.7% | +2.6% | +8.1% | +9.7% |
| 30D | +12.5% | +6.8% | +5.8% | +9.8% |
| 3M | +3.6% | +5.7% | -2.1% | +1.4% |
| 6M | +26.7% | +15.9% | +10.9% | +19.8% |
| YTD | +34.3% | +4.3% | +30.0% | +31.1% |
| 1Y | +59.1% | -0.4% | +59.6% | +57.7% |
| 3Y | +179.9% | +35.0% | +144.9% | +142.4% |
| 5Y | +119.1% | +31.6% | +87.5% | +88.6% |
| 10Y | +125.6% | +104.6% | +21.0% | +90.0% |
| All | +125.6% | +106.3% | +19.3% | +90.0% |
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