+2,617.0%
DE vs UAL
+270.3%
+2,346.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +3.3% | +12.5% | -9.2% | +1.1% |
| 30D | +10.7% | +12.2% | -1.4% | +8.3% |
| 3M | +13.1% | -2.6% | +15.7% | +13.2% |
| 6M | +20.2% | +21.1% | -0.8% | +15.2% |
| YTD | +48.9% | +7.8% | +41.1% | +44.4% |
| 1Y | +46.6% | +25.4% | +21.2% | +38.2% |
| 3Y | +91.4% | +217.3% | -126.0% | +47.8% |
| 5Y | +108.1% | +132.9% | -24.7% | +65.0% |
| 10Y | +782.7% | +101.1% | +681.6% | +561.2% |
| All | +2,617.0% | +270.3% | +2,346.8% | +1,263.9% |
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