+143.3%
DELL vs UAL
+22.8%
+120.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.0% | -16.8% | -11.2% |
| 7D | -24.6% | +11.9% | -36.5% | -27.6% |
| 30D | -32.5% | +5.2% | -37.7% | -33.8% |
| 3M | -20.2% | -12.7% | -7.5% | -18.0% |
| 6M | +76.5% | +28.5% | +48.0% | +65.7% |
| YTD | +198.9% | +3.5% | +195.4% | +179.7% |
| 1Y | +143.3% | +27.5% | +115.8% | +96.3% |
| All | +143.3% | +22.8% | +120.5% | +96.3% |
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