+561.5%
DUK vs UAL
+270.3%
+291.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +12.5% | -10.5% | +1.2% |
| 30D | +10.5% | +12.2% | -1.7% | +9.7% |
| 3M | +7.3% | -2.6% | +9.9% | +7.4% |
| 6M | +5.7% | +21.1% | -15.4% | +4.1% |
| YTD | +12.9% | +7.8% | +5.1% | +11.6% |
| 1Y | +8.6% | +25.4% | -16.8% | +6.3% |
| 3Y | +63.5% | +217.3% | -153.8% | +48.2% |
| 5Y | +52.4% | +132.9% | -80.5% | +38.9% |
| 10Y | +157.4% | +101.1% | +56.3% | +126.0% |
| All | +561.5% | +270.3% | +291.3% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling