+125.9%
DUK vs UAL
+106.0%
+19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.6% |
| 30D | -2.2% | -15.7% | +13.4% | -1.2% |
| 3M | -3.7% | +3.6% | -7.3% | -4.1% |
| 6M | -6.3% | +16.9% | -23.2% | -7.7% |
| YTD | +4.5% | -4.8% | +9.3% | +4.2% |
| 1Y | +1.8% | -0.9% | +2.8% | +1.0% |
| 3Y | +46.8% | +124.5% | -77.7% | +33.3% |
| 5Y | +40.2% | +140.2% | -99.9% | +23.9% |
| All | +125.9% | +106.0% | +19.9% | +84.0% |
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