+92.6%
UAL vs D
+42.6%
+50.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | +8.2% | +3.0% | +5.2% | +7.3% |
| 30D | +2.3% | +11.5% | -9.2% | -1.0% |
| 3M | -12.7% | +3.7% | -16.4% | -13.7% |
| 6M | +12.7% | +13.5% | -0.8% | +8.0% |
| YTD | +0.8% | +20.7% | -19.9% | -5.5% |
| 1Y | +17.8% | +18.2% | -0.5% | +10.9% |
| 3Y | +206.7% | +73.3% | +133.4% | +152.7% |
| 5Y | +113.9% | +12.3% | +101.6% | +99.0% |
| All | +92.6% | +42.6% | +50.1% | +79.1% |
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