+44.2%
DE vs UAL
-0.3%
+44.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | +11.1% | -13.4% | +24.6% | +13.0% |
| 3M | +17.6% | -2.3% | +19.9% | +18.1% |
| 6M | +13.6% | +13.3% | +0.3% | +11.8% |
| YTD | +46.3% | -4.2% | +50.5% | +43.1% |
| 1Y | +44.2% | +1.4% | +42.8% | +41.4% |
| All | +44.2% | -0.3% | +44.5% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling