+120.7%
DAL vs UMAC
+197.5%
-76.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.6% | +1.7% |
| 7D | +8.8% | -23.4% | +32.2% | +9.8% |
| 30D | +5.4% | -45.6% | +51.0% | +7.8% |
| 3M | -4.9% | -50.9% | +46.0% | -2.7% |
| 6M | +19.8% | -16.5% | +36.4% | +18.6% |
| YTD | +27.0% | -6.6% | +33.6% | +23.8% |
| 1Y | +52.5% | +10.7% | +41.8% | +47.2% |
| All | +120.7% | +197.5% | -76.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling