+65.7%
DIA vs UAL
+142.0%
-76.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -1.5% | -16.1% | +14.6% | +1.5% |
| 3M | +3.8% | +6.1% | -2.4% | +2.2% |
| 6M | +10.3% | +10.8% | -0.6% | +7.2% |
| YTD | +12.1% | -0.4% | +12.5% | +10.7% |
| 1Y | +18.6% | +5.0% | +13.6% | +15.6% |
| 3Y | +60.6% | +124.0% | -63.4% | +31.4% |
| All | +65.7% | +142.0% | -76.3% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling