+105.0%
DAL vs UMC
+1,304.8%
-1,199.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.7% |
| 7D | +1.4% | +17.8% | -16.4% | -2.7% |
| 30D | +9.1% | -29.6% | +38.7% | +18.3% |
| 3M | -3.5% | -18.4% | +14.9% | +0.3% |
| 6M | +23.4% | -0.1% | +23.5% | +18.5% |
| YTD | +26.0% | +104.0% | -78.0% | -3.4% |
| 1Y | +44.6% | +121.5% | -76.9% | +8.2% |
| 3Y | +162.7% | +135.0% | +27.7% | +89.7% |
| 5Y | +113.0% | +83.0% | +30.0% | +58.7% |
| All | +105.0% | +1,304.8% | -1,199.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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