+160.7%
DLR vs UAL
+115.8%
+45.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | -3.4% | -16.1% | +12.7% | -1.6% |
| 3M | +0.5% | +6.1% | -5.6% | -0.3% |
| 6M | +4.6% | +10.8% | -6.3% | +3.0% |
| YTD | +23.4% | -0.4% | +23.8% | +22.6% |
| 1Y | +19.0% | +5.0% | +14.0% | +17.3% |
| 3Y | +56.5% | +124.0% | -67.5% | +40.9% |
| 5Y | +33.3% | +141.0% | -107.7% | +17.6% |
| All | +160.7% | +115.8% | +45.0% | +115.6% |
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