+677.5%
DIA vs UAL
+242.1%
+435.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -1.5% | -16.1% | +14.6% | +0.8% |
| 3M | +3.8% | +6.1% | -2.4% | +2.6% |
| 6M | +10.3% | +10.8% | -0.6% | +7.9% |
| YTD | +12.1% | -0.4% | +12.5% | +11.1% |
| 1Y | +18.6% | +5.0% | +13.6% | +16.4% |
| 3Y | +60.6% | +124.0% | -63.4% | +38.3% |
| 5Y | +64.4% | +141.0% | -76.6% | +36.9% |
| 10Y | +250.1% | +118.0% | +132.1% | +176.1% |
| All | +677.5% | +242.1% | +435.5% | +365.5% |
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