+98.5%
DAL vs UMC
+226.3%
-127.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.9% |
| 7D | +0.1% | +5.0% | -4.8% | -0.9% |
| 30D | -13.9% | +7.7% | -21.6% | -15.3% |
| 3M | +1.1% | +1.7% | -0.6% | -1.4% |
| 6M | +26.2% | +113.9% | -87.7% | +2.2% |
| YTD | +16.4% | +168.9% | -152.5% | -15.2% |
| 1Y | +33.9% | +207.2% | -173.3% | -8.0% |
| All | +98.5% | +226.3% | -127.9% | +26.0% |
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