+34.3%
DLR vs UAL
+142.0%
-107.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -3.4% | -16.1% | +12.7% | -0.7% |
| 3M | +0.5% | +6.1% | -5.6% | -0.7% |
| 6M | +4.6% | +10.8% | -6.3% | +2.2% |
| YTD | +23.4% | -0.4% | +23.8% | +22.0% |
| 1Y | +19.0% | +5.0% | +14.0% | +16.3% |
| 3Y | +56.5% | +124.0% | -67.5% | +31.7% |
| All | +34.3% | +142.0% | -107.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling