-1.9%
DASH vs UAL
-12.4%
+10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.0% | +0.4% | +4.5% |
| 7D | +17.2% | +11.9% | +5.2% | +11.7% |
| 30D | +3.6% | +5.2% | -1.7% | +1.3% |
| 3M | -1.9% | -12.7% | +10.8% | +4.9% |
| All | -1.9% | -12.4% | +10.5% | +4.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling