+84.8%
DE vs UAL
+197.6%
-112.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.9% |
| 7D | -0.6% | +8.2% | -8.7% | -1.9% |
| 30D | +2.3% | +2.3% | -0.1% | +1.7% |
| 3M | +9.5% | -12.7% | +22.2% | +11.7% |
| 6M | +14.1% | +12.7% | +1.4% | +10.9% |
| YTD | +45.4% | +0.8% | +44.6% | +42.6% |
| 1Y | +42.9% | +17.8% | +25.1% | +35.7% |
| 3Y | +84.8% | +206.7% | -121.9% | +31.2% |
| All | +84.8% | +197.6% | -112.8% | +31.2% |
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