+7.4%
DASH vs UAL
+142.0%
-134.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.6% |
| 7D | -10.6% | +0.7% | -11.3% | -10.9% |
| 30D | +2.2% | -16.1% | +18.3% | +9.3% |
| 3M | +32.3% | +6.1% | +26.1% | +28.4% |
| 6M | +19.1% | +10.8% | +8.3% | +11.8% |
| YTD | -6.5% | -0.4% | -6.1% | -8.9% |
| 1Y | -14.9% | +5.0% | -19.9% | -19.6% |
| 3Y | +151.9% | +124.0% | +27.9% | +51.5% |
| All | +7.4% | +142.0% | -134.6% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling