+351.3%
DAL vs UL
+247.0%
+104.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | -1.3% | +1.5% | +0.9% |
| 30D | -13.9% | +0.5% | -14.4% | -14.2% |
| 3M | +1.1% | +17.6% | -16.5% | -7.9% |
| 6M | +26.2% | -5.4% | +31.6% | +29.1% |
| YTD | +16.4% | +0.7% | +15.7% | +14.5% |
| 1Y | +33.9% | -9.3% | +43.1% | +38.8% |
| 3Y | +93.4% | +24.5% | +68.8% | +63.9% |
| 5Y | +106.4% | +23.2% | +83.1% | +71.9% |
| 10Y | +143.0% | +64.5% | +78.5% | +58.2% |
| All | +351.3% | +247.0% | +104.3% | +49.1% |
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 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