+240.2%
DIA vs UAL
+94.5%
+145.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -0.9% | +8.2% | -9.1% | -2.5% |
| 30D | +0.3% | +2.3% | -2.1% | -0.4% |
| 3M | -4.5% | -12.7% | +8.2% | -2.3% |
| 6M | +3.4% | +12.7% | -9.3% | +0.1% |
| YTD | +7.8% | +0.8% | +7.0% | +5.8% |
| 1Y | +10.7% | +17.8% | -7.0% | +5.3% |
| 3Y | +57.5% | +206.7% | -149.2% | +18.9% |
| 5Y | +53.7% | +113.9% | -60.2% | +20.1% |
| All | +240.2% | +94.5% | +145.7% | +164.9% |
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