-99.6%
DFNS vs UAL
+22.8%
-122.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.0% | -26.3% | -26.3% |
| 7D | -27.7% | +11.9% | -39.6% | -37.7% |
| 30D | -58.0% | +5.2% | -63.2% | -61.1% |
| 3M | -94.0% | -12.7% | -81.3% | -93.1% |
| 6M | -94.6% | +28.5% | -123.1% | -94.8% |
| YTD | -99.4% | +3.5% | -103.0% | -99.4% |
| 1Y | -99.6% | +27.5% | -127.2% | -99.7% |
| All | -99.6% | +22.8% | -122.5% | -99.7% |
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