-100.0%
DFNS vs UAL
+233.1%
-333.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.3% |
| 7D | -6.0% | -3.0% | -2.9% | -5.5% |
| 30D | -71.2% | +10.5% | -81.6% | -71.5% |
| 3M | -94.5% | -13.5% | -81.0% | -94.4% |
| 6M | -96.5% | +14.2% | -110.8% | -96.5% |
| YTD | -99.6% | -2.2% | -97.4% | -99.6% |
| 1Y | -99.7% | +12.5% | -112.2% | -99.7% |
| 3Y | -100.0% | +186.8% | -286.8% | -100.0% |
| 5Y | -100.0% | +119.4% | -219.3% | -100.0% |
| All | -100.0% | +233.1% | -333.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling