-5.2%
DASH vs UAL
+126.2%
-131.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.9% |
| 7D | +0.4% | +8.2% | -7.8% | -2.3% |
| 30D | -6.0% | +2.3% | -8.4% | -6.8% |
| 3M | -15.8% | -12.7% | -3.1% | -11.5% |
| 6M | +7.0% | +12.7% | -5.7% | +1.3% |
| YTD | -20.7% | +0.8% | -21.5% | -22.8% |
| 1Y | -8.5% | +17.8% | -26.3% | -16.6% |
| 3Y | +101.8% | +206.7% | -104.9% | +10.6% |
| 5Y | -9.6% | +113.9% | -123.5% | -47.8% |
| All | -5.2% | +126.2% | -131.4% | -45.2% |
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