+265.2%
UAL vs D
+336.5%
-71.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.5% | +5.7% |
| 7D | +11.9% | +8.5% | +3.4% | +7.5% |
| 30D | +5.2% | +14.3% | -9.1% | -1.8% |
| 3M | -12.7% | +1.8% | -14.5% | -13.6% |
| 6M | +28.5% | +13.0% | +15.5% | +19.7% |
| YTD | +3.5% | +22.7% | -19.2% | -8.2% |
| 1Y | +27.5% | +22.6% | +4.9% | +12.9% |
| 3Y | +208.6% | +84.2% | +124.4% | +113.2% |
| 5Y | +135.6% | +15.8% | +119.8% | +104.8% |
| 10Y | +102.3% | +45.8% | +56.5% | +35.7% |
| All | +265.2% | +336.5% | -71.4% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling