+231.0%
UNH vs DAL
+136.2%
+94.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | 0.0% |
| 7D | -0.7% | +10.0% | -10.7% | -2.3% |
| 30D | +4.8% | +12.0% | -7.2% | +2.7% |
| 3M | -1.7% | +0.8% | -2.5% | -2.1% |
| 6M | +5.9% | +26.2% | -20.3% | +1.2% |
| YTD | +22.8% | +33.7% | -10.9% | +15.7% |
| 1Y | +25.9% | +57.6% | -31.7% | +15.2% |
| 3Y | -21.4% | +183.5% | -204.9% | -37.7% |
| 5Y | -6.3% | +114.2% | -120.4% | -23.5% |
| 10Y | +231.0% | +128.1% | +102.9% | +156.8% |
| All | +231.0% | +136.2% | +94.8% | +156.8% |
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