+96.5%
UAL vs D
+47.5%
+49.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +2.3% | -2.4% | +4.7% | +3.0% |
| 30D | +13.3% | +9.0% | +4.4% | +10.4% |
| 3M | -6.3% | +1.0% | -7.2% | -6.6% |
| 6M | +22.5% | +11.0% | +11.5% | +18.3% |
| YTD | +5.9% | +19.8% | -13.9% | -0.6% |
| 1Y | +24.7% | +16.0% | +8.7% | +18.1% |
| 3Y | +211.6% | +74.4% | +137.2% | +155.9% |
| 5Y | +130.6% | +13.5% | +117.0% | +113.7% |
| 10Y | +96.5% | +48.4% | +48.1% | +82.3% |
| All | +96.5% | +47.5% | +49.0% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling