+177.5%
DLR vs UAL
+106.7%
+70.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.4% | +2.7% |
| 7D | +2.4% | +10.2% | -7.8% | +1.3% |
| 30D | +0.7% | +12.0% | -11.3% | -0.5% |
| 3M | -6.4% | -7.1% | +0.7% | -5.9% |
| 6M | -6.5% | +20.9% | -27.4% | -8.7% |
| YTD | +18.8% | +7.7% | +11.1% | +16.9% |
| 1Y | +9.0% | +23.6% | -14.5% | +5.7% |
| 3Y | +54.5% | +222.6% | -168.1% | +34.5% |
| 5Y | +35.8% | +127.9% | -92.1% | +19.9% |
| 10Y | +177.5% | +100.2% | +77.3% | +135.1% |
| All | +177.5% | +106.7% | +70.8% | +135.1% |
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