+1,460.1%
DLR vs UAL
+269.7%
+1,190.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.4% | +2.3% |
| 7D | +2.4% | +10.2% | -7.8% | +0.8% |
| 30D | +0.7% | +12.0% | -11.3% | -1.1% |
| 3M | -6.4% | -7.1% | +0.7% | -5.6% |
| 6M | -6.5% | +20.9% | -27.4% | -9.8% |
| YTD | +18.8% | +7.7% | +11.1% | +16.0% |
| 1Y | +9.0% | +23.6% | -14.5% | +4.0% |
| 3Y | +54.5% | +222.6% | -168.1% | +22.8% |
| 5Y | +35.8% | +127.9% | -92.1% | +10.8% |
| 10Y | +177.5% | +100.2% | +77.3% | +104.5% |
| All | +1,460.1% | +269.7% | +1,190.4% | +637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling