+251.3%
UAL vs D
+312.1%
-60.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | -16.1% | -2.6% | -13.5% | -15.0% |
| 3M | +6.1% | 0.0% | +6.1% | +5.9% |
| 6M | +10.8% | +7.4% | +3.5% | +5.9% |
| YTD | -0.4% | +15.9% | -16.3% | -8.9% |
| 1Y | +5.0% | +18.1% | -13.1% | -5.3% |
| 3Y | +124.0% | +58.4% | +65.6% | +67.6% |
| 5Y | +141.0% | +5.2% | +135.8% | +120.2% |
| 10Y | +118.0% | +35.9% | +82.1% | +52.1% |
| All | +251.3% | +312.1% | -60.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling