+96.4%
DE vs UAL
+131.8%
-35.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.3% |
| 7D | +0.7% | +3.4% | -2.8% | 0.0% |
| 30D | +9.6% | -16.5% | +26.1% | +13.6% |
| 3M | +19.0% | +2.8% | +16.2% | +17.9% |
| 6M | +16.1% | +17.6% | -1.5% | +11.1% |
| YTD | +47.0% | -3.2% | +50.2% | +45.4% |
| 1Y | +43.1% | +0.4% | +42.7% | +39.6% |
| 3Y | +77.5% | +128.2% | -50.7% | +35.5% |
| 5Y | +96.4% | +137.7% | -41.4% | +41.4% |
| All | +96.4% | +131.8% | -35.4% | +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 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