+49.1%
DUK vs UAL
+127.4%
-78.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +0.8% |
| 7D | +0.7% | +3.5% | -2.7% | +0.7% |
| 30D | -2.0% | -16.5% | +14.4% | -2.2% |
| 3M | +0.2% | +2.8% | -2.6% | +0.3% |
| 6M | -6.9% | +17.6% | -24.5% | -6.6% |
| YTD | +6.1% | -3.2% | +9.3% | +6.3% |
| 1Y | +4.4% | +0.4% | +4.0% | +4.6% |
| 3Y | +49.1% | +128.2% | -79.0% | +40.2% |
| All | +49.1% | +127.4% | -78.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling