+153.0%
DASH vs UAL
+127.4%
+25.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.4% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | -16.1% | +18.3% | +7.3% |
| 3M | +32.3% | +6.1% | +26.1% | +29.7% |
| 6M | +19.1% | +10.8% | +8.3% | +14.2% |
| YTD | -6.5% | -0.4% | -6.1% | -7.9% |
| 1Y | -14.9% | +5.0% | -19.9% | -17.8% |
| All | +153.0% | +127.4% | +25.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling