-100.0%
DFNS vs UAL
+197.6%
-297.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.0% | -14.3% | -12.8% |
| 7D | -44.0% | +8.2% | -52.2% | -45.4% |
| 30D | -69.1% | +2.3% | -71.5% | -69.4% |
| 3M | -95.6% | -12.7% | -82.9% | -95.5% |
| 6M | -96.2% | +12.7% | -108.9% | -96.1% |
| YTD | -99.6% | +0.8% | -100.4% | -99.6% |
| 1Y | -99.7% | +17.8% | -117.5% | -99.7% |
| 3Y | -100.0% | +206.7% | -306.7% | -100.0% |
| All | -100.0% | +197.6% | -297.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling