+247.4%
UNH vs DAL
+128.9%
+118.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +1.1% | +3.4% | -2.2% | +0.6% |
| 30D | -1.5% | -13.6% | +12.0% | +0.8% |
| 3M | -0.8% | +1.2% | -2.1% | -1.3% |
| 6M | +41.8% | +34.5% | +7.3% | +33.8% |
| YTD | +23.1% | +14.7% | +8.4% | +19.1% |
| 1Y | +28.5% | +29.2% | -0.7% | +21.5% |
| 3Y | -11.8% | +100.0% | -111.7% | -25.4% |
| 5Y | +5.3% | +106.3% | -101.0% | -14.3% |
| 10Y | +247.4% | +126.4% | +121.1% | +162.7% |
| All | +247.4% | +128.9% | +118.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling