-100.0%
DFNS vs UAL
+239.0%
-338.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -6.0% | -13.3% | -18.5% |
| 7D | -12.7% | +0.7% | -13.4% | -12.7% |
| 30D | -65.2% | +7.8% | -73.0% | -65.6% |
| 3M | -94.6% | -11.1% | -83.5% | -94.5% |
| 6M | -96.2% | +16.1% | -112.3% | -96.2% |
| YTD | -99.6% | -0.5% | -99.1% | -99.6% |
| 1Y | -99.7% | +11.3% | -111.0% | -99.7% |
| 3Y | -100.0% | +192.8% | -292.8% | -100.0% |
| 5Y | -100.0% | +123.3% | -223.2% | -100.0% |
| All | -100.0% | +239.0% | -338.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling