+58.4%
DAL vs UL
-0.5%
+59.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +5.1% |
| 7D | +10.0% | +0.3% | +9.8% | +9.9% |
| 30D | +12.0% | +7.0% | +5.0% | +10.6% |
| 3M | +0.8% | +5.8% | -5.0% | -0.3% |
| 6M | +26.2% | +16.1% | +10.1% | +23.0% |
| YTD | +33.7% | +4.5% | +29.2% | +31.2% |
| All | +58.4% | -0.5% | +59.0% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling