+66.4%
DOCN vs UAL
+98.5%
-32.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.6% | -11.3% | -13.5% |
| 7D | -29.3% | +5.0% | -34.3% | -31.2% |
| 30D | -46.0% | -1.2% | -44.8% | -45.6% |
| 3M | -43.2% | -16.8% | -26.4% | -38.0% |
| 6M | -53.7% | +18.0% | -71.7% | -58.7% |
| YTD | +46.9% | -1.2% | +48.1% | +41.2% |
| 1Y | +54.3% | +14.3% | +40.0% | +36.5% |
| 3Y | +185.5% | +194.6% | -9.0% | +43.3% |
| 5Y | -31.1% | +109.6% | -140.7% | -63.7% |
| All | +66.4% | +98.5% | -32.2% | -13.1% |
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 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