+39.6%
DUK vs UAL
+136.8%
-97.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.7% |
| 7D | -0.1% | -1.1% | +1.0% | -0.1% |
| 30D | +0.2% | -13.4% | +13.7% | +0.4% |
| 3M | -1.9% | -2.3% | +0.4% | -1.9% |
| 6M | -6.5% | +13.3% | -19.8% | -6.7% |
| YTD | +5.4% | -4.2% | +9.6% | +5.4% |
| 1Y | +3.6% | +1.4% | +2.2% | +3.4% |
| 3Y | +48.1% | +125.8% | -77.7% | +42.0% |
| 5Y | +39.6% | +130.0% | -90.4% | +33.2% |
| All | +39.6% | +136.8% | -97.2% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling