+560.6%
DUK vs UAL
+263.5%
+297.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | +9.4% | +13.3% | -3.9% | +8.5% |
| 3M | +5.4% | -6.3% | +11.7% | +5.7% |
| 6M | +4.9% | +22.5% | -17.6% | +3.3% |
| YTD | +12.7% | +5.9% | +6.9% | +11.6% |
| 1Y | +7.8% | +24.7% | -16.9% | +5.5% |
| 3Y | +63.3% | +211.6% | -148.3% | +48.2% |
| 5Y | +54.2% | +130.6% | -76.3% | +40.7% |
| 10Y | +156.8% | +96.5% | +60.4% | +125.8% |
| All | +560.6% | +263.5% | +297.1% | +403.9% |
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