-5.1%
DASH vs UAL
+121.7%
-126.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.6% | -4.8% | -7.6% |
| 7D | +0.5% | +5.0% | -4.5% | -1.1% |
| 30D | -7.1% | -1.2% | -5.8% | -6.6% |
| 3M | -13.2% | -16.8% | +3.6% | -7.1% |
| 6M | +8.3% | +18.0% | -9.7% | +0.8% |
| YTD | -20.6% | -1.2% | -19.4% | -22.1% |
| 1Y | -24.4% | +14.3% | -38.7% | -30.2% |
| 3Y | +94.5% | +194.6% | -100.0% | +8.6% |
| 5Y | -9.4% | +109.6% | -119.1% | -47.3% |
| All | -5.1% | +121.7% | -126.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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