+392.2%
DAL vs UMC
+608.8%
-216.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.1% |
| 7D | +8.8% | -17.0% | +25.8% | +14.4% |
| 30D | +5.4% | -40.6% | +46.0% | +21.9% |
| 3M | -4.9% | -27.9% | +22.9% | +3.1% |
| 6M | +19.8% | -7.5% | +27.3% | +17.1% |
| YTD | +27.0% | +79.3% | -52.3% | -1.8% |
| 1Y | +52.5% | +92.8% | -40.3% | +15.2% |
| 3Y | +173.8% | +108.2% | +65.7% | +98.3% |
| 5Y | +104.5% | +68.4% | +36.1% | +54.7% |
| 10Y | +129.7% | +1,107.7% | -978.0% | -16.1% |
| All | +392.2% | +608.8% | -216.6% | +64.6% |
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