+418.2%
DAL vs UMC
+662.1%
-243.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.5% | -2.2% | +3.1% |
| 7D | +10.0% | -9.2% | +19.2% | +12.7% |
| 30D | +12.0% | -35.1% | +47.2% | +26.3% |
| 3M | +0.8% | -20.5% | +21.2% | +6.3% |
| 6M | +26.2% | -1.7% | +27.9% | +21.2% |
| YTD | +33.7% | +92.8% | -59.1% | +1.3% |
| 1Y | +57.6% | +104.5% | -46.9% | +17.1% |
| 3Y | +183.5% | +129.8% | +53.6% | +99.4% |
| 5Y | +114.2% | +74.0% | +40.2% | +60.5% |
| 10Y | +128.1% | +1,198.4% | -1,070.3% | -18.4% |
| All | +418.2% | +662.1% | -243.9% | +69.6% |
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