+21.4%
DAL vs UL
+18.4%
+3.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.7% |
| 7D | +4.6% | +5.5% | -0.9% | +2.8% |
| 30D | +2.3% | +11.4% | -9.0% | -1.3% |
| 3M | -8.1% | +6.0% | -14.1% | -9.7% |
| 6M | +21.4% | +18.0% | +3.4% | +16.3% |
| All | +21.4% | +18.4% | +3.0% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling