+381.8%
DAL vs UL
+266.0%
+115.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -5.0% |
| 7D | +4.6% | +5.5% | -0.9% | +1.6% |
| 30D | +2.3% | +11.4% | -9.0% | -3.6% |
| 3M | -8.1% | +6.0% | -14.1% | -11.2% |
| 6M | +21.4% | +18.0% | +3.4% | +10.2% |
| YTD | +24.3% | +6.2% | +18.1% | +18.5% |
| 1Y | +47.4% | +1.5% | +45.9% | +43.5% |
| 3Y | +164.6% | +39.8% | +124.8% | +109.7% |
| 5Y | +100.2% | +34.3% | +65.9% | +58.7% |
| 10Y | +124.9% | +102.6% | +22.2% | +27.5% |
| All | +381.8% | +266.0% | +115.8% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling