-100.0%
DFNS vs UAL
+260.7%
-360.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.5% | +13.0% |
| 7D | -13.0% | +2.3% | -15.2% | -13.2% |
| 30D | -56.9% | +13.3% | -70.2% | -57.7% |
| 3M | -93.2% | -6.3% | -86.9% | -93.2% |
| 6M | -95.4% | +22.5% | -117.9% | -95.4% |
| YTD | -99.5% | +5.9% | -105.4% | -99.5% |
| 1Y | -99.6% | +24.7% | -124.3% | -99.6% |
| 3Y | -100.0% | +211.6% | -311.6% | -100.0% |
| 5Y | -100.0% | +130.6% | -230.5% | -100.0% |
| All | -100.0% | +260.7% | -360.6% | -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