+2,633.8%
DE vs UAL
+242.1%
+2,391.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | +10.0% | +0.7% | +9.3% | +9.8% |
| 30D | +13.3% | -16.1% | +29.4% | +16.7% |
| 3M | +17.5% | +6.1% | +11.4% | +15.9% |
| 6M | +13.6% | +10.8% | +2.7% | +10.5% |
| YTD | +49.8% | -0.4% | +50.2% | +47.7% |
| 1Y | +47.9% | +5.0% | +42.8% | +43.8% |
| 3Y | +72.5% | +124.0% | -51.5% | +41.8% |
| 5Y | +90.2% | +141.0% | -50.7% | +50.2% |
| 10Y | +865.4% | +118.0% | +747.4% | +617.7% |
| All | +2,633.8% | +242.1% | +2,391.7% | +1,295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling