+118.3%
DAL vs UMAC
+182.0%
-63.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.2% |
| 7D | -1.1% | -5.2% | +4.1% | -0.9% |
| 30D | +12.8% | -36.4% | +49.2% | +14.7% |
| 3M | -5.3% | -58.6% | +53.3% | -2.4% |
| 6M | +22.4% | -24.6% | +47.0% | +21.6% |
| YTD | +25.6% | -11.5% | +37.1% | +22.7% |
| 1Y | +45.5% | +16.9% | +28.6% | +40.3% |
| All | +118.3% | +182.0% | -63.7% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling