+516.8%
DUK vs UAL
+242.1%
+274.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.7% | -16.1% | +14.4% | -0.7% |
| 3M | -0.4% | +6.1% | -6.6% | -1.0% |
| 6M | -7.2% | +10.8% | -18.1% | -8.2% |
| YTD | +5.3% | -0.4% | +5.6% | +4.7% |
| 1Y | +3.0% | +5.0% | -2.1% | +1.9% |
| 3Y | +53.1% | +124.0% | -71.0% | +41.9% |
| 5Y | +37.9% | +141.0% | -103.1% | +25.4% |
| 10Y | +124.8% | +118.0% | +6.8% | +96.7% |
| All | +516.8% | +242.1% | +274.7% | +372.7% |
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