+161.0%
DAL vs UMC
+131.8%
+29.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | -1.1% | +11.2% | -12.3% | -3.2% |
| 30D | +12.8% | -28.0% | +40.9% | +19.7% |
| 3M | -5.3% | -20.5% | +15.3% | -1.8% |
| 6M | +22.4% | -1.6% | +23.9% | +18.1% |
| YTD | +25.6% | +99.4% | -73.8% | -2.5% |
| 1Y | +45.5% | +120.4% | -74.9% | +8.5% |
| 3Y | +161.0% | +134.2% | +26.7% | +80.1% |
| All | +161.0% | +131.8% | +29.2% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling