+351.3%
DAL vs UMC
+963.0%
-611.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.5% |
| 7D | +0.1% | +5.0% | -4.8% | -1.4% |
| 30D | -13.9% | +7.7% | -21.6% | -16.0% |
| 3M | +1.1% | +1.7% | -0.6% | -1.9% |
| 6M | +26.2% | +113.9% | -87.7% | -3.7% |
| YTD | +16.4% | +168.9% | -152.5% | -19.0% |
| 1Y | +33.9% | +207.2% | -173.3% | -11.0% |
| 3Y | +93.4% | +227.7% | -134.3% | +23.9% |
| 5Y | +106.4% | +118.0% | -11.7% | +46.1% |
| 10Y | +143.0% | +1,682.1% | -1,539.2% | -19.9% |
| All | +351.3% | +963.0% | -611.7% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling