+98.5%
DAL vs UL
+25.2%
+73.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | -1.3% | +1.5% | +0.4% |
| 30D | -13.9% | +0.5% | -14.4% | -14.0% |
| 3M | +1.1% | +17.6% | -16.5% | -1.9% |
| 6M | +26.2% | -5.4% | +31.6% | +26.6% |
| YTD | +16.4% | +0.7% | +15.7% | +15.5% |
| 1Y | +33.9% | -9.3% | +43.1% | +35.4% |
| All | +98.5% | +25.2% | +73.2% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling