+32.3%
DLR vs UAL
+109.3%
-77.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -3.6% | +8.2% | -11.8% | -4.9% |
| 30D | -3.5% | +2.3% | -5.8% | -4.0% |
| 3M | -8.9% | -12.7% | +3.8% | -7.1% |
| 6M | -11.6% | +12.7% | -24.3% | -13.8% |
| YTD | +14.9% | +0.8% | +14.1% | +13.2% |
| 1Y | +6.4% | +17.8% | -11.3% | +2.0% |
| 3Y | +47.3% | +206.7% | -159.4% | +15.9% |
| All | +32.3% | +109.3% | -77.0% | +8.4% |
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