+41.5%
DRAM vs UAL
+25.3%
+16.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.1% | +4.9% |
| 7D | -18.2% | +8.2% | -26.3% | -21.8% |
| 30D | -34.5% | +2.3% | -36.9% | -35.2% |
| 3M | -23.6% | -12.7% | -10.9% | -16.9% |
| 6M | -19.3% | +12.7% | -32.0% | -22.9% |
| All | +41.5% | +25.3% | +16.3% | +29.9% |
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