+118.4%
DAL vs UL
+31.1%
+87.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | +14.3% | +4.5% | +9.8% | +12.6% |
| 3M | +1.3% | +5.5% | -4.2% | -0.5% |
| 6M | +29.3% | +17.0% | +12.3% | +22.6% |
| YTD | +33.0% | +3.2% | +29.8% | +30.6% |
| 1Y | +59.8% | -1.9% | +61.7% | +59.5% |
| 3Y | +177.2% | +33.6% | +143.6% | +139.5% |
| 5Y | +118.4% | +31.5% | +86.9% | +79.1% |
| All | +118.4% | +31.1% | +87.2% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling