+29.2%
DAL vs UMC
+226.5%
-197.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.0% |
| 7D | +3.4% | +6.6% | -3.2% | +2.7% |
| 30D | -13.6% | +16.6% | -30.1% | -14.9% |
| 3M | +1.2% | +11.0% | -9.8% | -0.8% |
| 6M | +34.5% | +131.3% | -96.8% | +27.9% |
| YTD | +14.7% | +182.5% | -167.8% | +6.2% |
| 1Y | +29.2% | +222.3% | -193.0% | +15.7% |
| All | +29.2% | +226.5% | -197.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling