+34.2%
DIS vs UAL
+94.5%
-60.3%
-60.7%
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% | -0.9% |
| 7D | +5.2% | +8.2% | -2.9% | +3.0% |
| 30D | +11.5% | +2.3% | +9.1% | +10.5% |
| 3M | +11.5% | -12.7% | +24.2% | +15.0% |
| 6M | +8.9% | +12.7% | -3.8% | +3.9% |
| YTD | +3.4% | +0.8% | +2.6% | +0.5% |
| 1Y | +7.2% | +17.8% | -10.6% | -0.3% |
| 3Y | +43.3% | +206.7% | -163.4% | -3.2% |
| 5Y | -31.4% | +113.9% | -145.3% | -50.8% |
| All | +34.2% | +94.5% | -60.3% | -4.4% |
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