+47.3%
DLR vs UAL
+197.6%
-150.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -3.6% | +8.2% | -11.8% | -4.7% |
| 30D | -3.5% | +2.3% | -5.8% | -3.9% |
| 3M | -8.9% | -12.7% | +3.8% | -7.3% |
| 6M | -11.6% | +12.7% | -24.3% | -13.4% |
| YTD | +14.9% | +0.8% | +14.1% | +13.3% |
| 1Y | +6.4% | +17.8% | -11.3% | +2.6% |
| 3Y | +47.3% | +206.7% | -159.4% | +26.7% |
| All | +47.3% | +197.6% | -150.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling