+62.5%
DRAM vs UAL
+28.6%
+33.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.0% | -13.3% | -9.6% |
| 7D | -16.6% | +11.9% | -28.6% | -22.4% |
| 30D | -26.9% | +5.2% | -32.1% | -29.2% |
| 3M | -17.8% | -12.7% | -5.1% | -10.8% |
| 6M | +6.2% | +28.5% | -22.3% | -5.0% |
| All | +62.5% | +28.6% | +33.9% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling