+8.3%
DUK vs UAL
+22.8%
-14.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.5% | +2.7% |
| 7D | +4.9% | +11.9% | -7.0% | +5.3% |
| 30D | +13.8% | +5.2% | +8.6% | +14.0% |
| 3M | +5.2% | -12.7% | +17.9% | +4.5% |
| 6M | +3.5% | +28.5% | -25.1% | +5.5% |
| YTD | +13.5% | +3.5% | +9.9% | +13.9% |
| 1Y | +8.3% | +27.5% | -19.2% | +10.4% |
| All | +8.3% | +22.8% | -14.5% | +10.4% |
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