+58.4%
DAL vs UMAC
+17.2%
+41.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.3% | -8.0% | +4.6% |
| 7D | +10.0% | -5.5% | +15.6% | +10.1% |
| 30D | +12.0% | -35.3% | +47.3% | +14.2% |
| 3M | +0.8% | -48.4% | +49.2% | +3.4% |
| 6M | +26.2% | +0.4% | +25.7% | +22.7% |
| YTD | +33.7% | +5.8% | +27.9% | +24.4% |
| All | +58.4% | +17.2% | +41.2% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling