+200.6%
UAL vs D
+82.3%
+118.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +5.0% | +6.9% | -1.9% | +3.2% |
| 30D | -1.2% | +12.3% | -13.6% | -4.2% |
| 3M | -16.8% | +3.0% | -19.8% | -17.5% |
| 6M | +18.0% | +12.8% | +5.2% | +13.8% |
| YTD | -1.2% | +22.6% | -23.7% | -7.6% |
| 1Y | +14.3% | +21.7% | -7.3% | +7.0% |
| All | +200.6% | +82.3% | +118.3% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling