+13.0%
DLR vs UAL
+22.8%
-9.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +1.2% |
| 7D | +2.8% | +11.9% | -9.1% | +0.9% |
| 30D | +2.8% | +5.2% | -2.5% | +1.8% |
| 3M | -4.0% | -12.7% | +8.7% | -2.3% |
| 6M | -5.6% | +28.5% | -34.1% | -9.0% |
| YTD | +21.9% | +3.5% | +18.4% | +17.8% |
| 1Y | +13.0% | +27.5% | -14.5% | +7.5% |
| All | +13.0% | +22.8% | -9.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling