+70.5%
DOCN vs UAL
+102.6%
-32.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.5% |
| 7D | -19.2% | +8.2% | -27.3% | -22.5% |
| 30D | -43.1% | +2.3% | -45.4% | -43.6% |
| 3M | -40.7% | -12.7% | -28.0% | -36.8% |
| 6M | -55.0% | +12.7% | -67.7% | -58.8% |
| YTD | +50.6% | +0.8% | +49.8% | +43.3% |
| 1Y | +54.0% | +17.8% | +36.2% | +34.1% |
| 3Y | +203.9% | +206.7% | -2.8% | +49.2% |
| 5Y | -29.4% | +113.9% | -143.3% | -63.2% |
| All | +70.5% | +102.6% | -32.0% | -11.8% |
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