+132.4%
DAL vs UMAC
+237.0%
-104.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.3% | -8.0% | +4.7% |
| 7D | +10.0% | -5.5% | +15.6% | +10.1% |
| 30D | +12.0% | -35.3% | +47.3% | +13.7% |
| 3M | +0.8% | -48.4% | +49.2% | +2.9% |
| 6M | +26.2% | +0.4% | +25.7% | +23.9% |
| YTD | +33.7% | +5.8% | +27.9% | +29.7% |
| 1Y | +57.6% | +27.3% | +30.3% | +51.3% |
| All | +132.4% | +237.0% | -104.6% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling