+102.1%
DASH vs UAL
+191.7%
-89.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.6% | -4.8% | -8.0% |
| 7D | +0.5% | +5.0% | -4.5% | -0.7% |
| 30D | -7.1% | -1.2% | -5.8% | -6.7% |
| 3M | -13.2% | -16.8% | +3.6% | -8.7% |
| 6M | +8.3% | +18.0% | -9.7% | +3.0% |
| YTD | -20.6% | -1.2% | -19.4% | -21.4% |
| 1Y | -24.4% | +14.3% | -38.7% | -28.2% |
| All | +102.1% | +191.7% | -89.6% | +38.4% |
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